Objectives To examine the mediation role of self-care between stress and psychological well-being in the general population of four countries and to assess the impact of sociodemographic variables on this relationship. Design Cross-sectional, online survey. Participants A stratified sample of confined general population (N=1082) from four Ibero-American countries-Chile (n=261), Colombia (n=268), Ecuador (n=282) and Spain (n=271)-balanced by age and gender. Primary outcomes measures Sociodemographic information (age, gender, country, education and income level), information related to COVID-19 lockdown (number of days in quarantine, number of people with whom the individuals live, absence/presence of adults and minors in charge and attitude towards the search of information related to COVID-19), Perceived Stress Scale-10, Ryff's Psychological Well-Being Scale-29 and Self-Care Activities Screening Scale-14. Results Self-care partially mediates the relationship between stress and well-being during COVID-19 confinement in the general population in the total sample (F (3,1078)=370.01, p<0.001, R-2=0.507) and in each country. On the other hand, among the evaluated sociodemographic variables, only age affects this relationship. Conclusion The results have broad implications for public health, highlighting the importance of promoting people's active role in their own care and health behaviour to improve psychological well-being if stress management and social determinants of health are jointly addressed first. The present study provides the first transnational evidence from the earlier stages of the COVID-19 lockdown, showing that the higher perception of stress, the less self-care activities are adopted, and in turn the lower the beneficial effects on well-being.