Lockdown and social distancing measures during the COVID‐19 pandemic increase women's responsibilities and influence their mental health. This study aimed to assess the effect of COVID‐19 social distancing measures on mental well‐being and burnout levels of women using an online cross‐sectional survey in Turkey. The Warwick‐Edinburgh Mental Well‐being Scale, The Burnout Measure, and Sociodemographic form were used in this study. All analyses were performed on a sample of 438 women aged between 18 and 65. The mean score of mental well‐being was 47.86 (SD = 10.04) and the mean score of burnout was 3.86 (SD = 1.16). Being younger than 30 years old (t = 2.14, P = 0.033), having undergraduate education or above (F = 5.09, P = 0.007), part‐time working (F = 5.39, P = 0.005), attending to school (t = 2.68, P = 0.008), having COVID‐19 symptoms (t = 6.01, P < 0.001), and perceiving spousal emotional support (F = 3.47, P = 0.016) were the factors associated with high burnout. Being older than 30 years old (z = −3.11, P = 0.002), full time working (H = 11.96, P = 0.003), not attending to school (z = −2.09, P = 0.036), perceiving spousal emotional (H = 13.22, P = 0.004), or social (H = 13.11, P = 0.004) support were the factors associated with higher mental well‐being. Age (β = −0.03, P = 0.001), having two or more children (β = 0.42, P = 0.015), and perceiving COVID‐19 symptoms (β = −0.73, P < 0.001) were the predictors of women's burnout. This study shows that mental well‐being and burnout levels of women in Turkey have been considerably affected as a result of social distancing measures taken with the first wave of the pandemic. Findings signal the immediate need for targeted mental health nursing interventions. Therefore, technology‐based mental health support programmes are recommended to be designed and utilized by mental health nurses. [ABSTRACT FROM AUTHOR]