With the goal of slowing down the spread of the SARS-CoV-2 virus, restrictions to physical contacts have been taken in many countries. We examine to what extent intergenerational and other types of nonphysical contacts have reduced the risk of increased perceived depressive feelings during the lockdown for people aged 50+. We implemented an online panel survey based on quota sampling in France, Italy, and Spain in April 2020, about 1 month after the start of the lockdown. Our analyses are based on logistic regression models and use post-stratification weights. About 50% of individuals aged 50+ felt sad or depressed more often than usual during the lockdown in the 3 considered countries. Older people who increased or maintained unchanged nonphysical contacts with noncoresident individuals during the lockdown were at a lower risk of increased perceived depressive feelings compared to those who experienced a reduction in nonphysical contacts. The beneficial effect of nonphysical contacts was stronger for intergenerational relationships. The effects were similar by gender and stronger among individuals aged 70+, living in Spain and not living alone before the start of the lockdown. In the next phases of the COVID-19 pandemic, or during any future similar pandemic, policy makers may implement measures that balance the need to reduce the spread of the virus with the necessity of allowing for limited physical contacts. Social contacts at a distance may be encouraged as a means to keep social closeness, while being physically distant.