This study investigates, using an online self-report questionnaire, adolescents' emotional reactions during the lockdown in a sample of 2105 secondary school students (aged 14-19) in Italy, Romania, and Croatia. We used a self-reported online questionnaire (answers on a 5-point scale or binary), composed of 73 questions investigating the opinions, feelings, and emotions of teenagers, along with sociodemographic information and measures of the exposure to lockdown. The survey was conducted online through a web platform in Italy (between 27 April and 15 June 2020), Romania, and Croatia (3 June and 2 July 2020). Students aged >14 years, living in a small flat, and not spending time outside were more likely to report anger, sadness, boredom/emptiness, and anxiety. Boys were significantly less likely than girls to report all measured emotional reactions. Those who lost someone from COVID-19 were more than twice as likely to experience anger compared to those who did not. Our findings may help identifying adolescents more likely to report negative emotional reactions during the COVID-19 pandemic and inform public health strategies for improving mental health among adolescents during/after the COVID-19 crisis.