Although the call to understand how sexual behaviors have been impacted by the COVID-19 pandemic has been established as an important area of study, research examining the extent to which gender, sexual attitudes, impulsivity, and psychological distress predicted breaking shelter-in-place (SIP) orders to engage in sexual behaviors with partners residing outside the home is undefined. Obtaining a deeper examination of the variables which predict risky sexual behaviors during SIP has important implications for future research at the intersection of public health, sexuality, and mental health. This study addressed the gap in the literature by considering how partnered sexual behaviors may be used during the COVID-19 pandemic to alleviate stress, as measured by breaking SIP orders for the pursuit of sexual intercourse. Participants consisted of 186 females and 76 males (N = 262) who predominately identified Caucasian/White (n = 149, 57.75%) and heterosexual/straight (n = 190, 73.64%) cultural identities with a mean age of 21.45 years (SD = 5.98, range = 18–65). A simultaneous logistic regression was conducted to examine whether mental health symptoms, sexual attitudes, and impulsivity predicted participants’ decision to break SIP orders to engage in sexual intercourse. Based on our results, breaking SIP orders to pursue sexual activities with partners residing outside the home during the COVID-19 pandemic may be understood as an intentional strategy among men with less favorable birth control attitudes to mitigate the effects of depression. Implications for mental health professionals, study limitations, and future areas of research are additionally provided.