Objective To explore the food insecurity experienced by the Roma population of the Valencian Community (Spain) and the effect of the COVID-19 lockdown. Method Quantitative, cross-sectional exploratory study using a questionnaire that collected information on socioeconomic status and situations of food insecurity experienced before and during lockdown, based on the Food Insecurity Experience Scale of the United Nations Food and Agriculture Organization. The questionnaire was applied by health workers from the Roma community with people over 18 years of age. A descriptive analysis was carried out stratifying by sex, calculating Chi-square test to identify differences in the variables of the experiences of food insecurity. Results 468 people participated (57.1% women/42.9% men) who expressed: worry about a lack of food (67.3%); eating the same type of food (37.2%); not being able to eat healthy foods (34.4%); feeling hungry and not being able to eat (9.6%). Around 2.1 percent stated that they could not eat for a whole day, and 65 percent reported that they had to ask for or provide help to be able to eat. When stratifying by sex, it was found that women had more experiences of food insecurity. Except in the case of having stopped eating for a full day, where the percentage remained constant, an increase was observed in the other experiences of food insecurity during lockdown. Conclusions A large part of the Roma population studied, especially women, experienced situations of food insecurity before COVID-19 that were aggravated during lockdown. This situation was compensated for by community support networks.