With the world-wide implementation of quarantine to suppress the spread of the COVID-19, people, having weathering a hard time, are confronted with an alarming state of mental health. For people who have taken self-quarantine at home for a long time, the anxiety and the new “staying home normality” may undermine their desire to seek information and thus might have negative effects on their curiosity. Here, we explored and examined how anxiety and the effect of quarantine regulations during the public health emergency predict different kinds of curiosity. With 1071 participants, we conducted an exploratory study (N = 570) and a confirmatory study (N = 501), with measures of anxiety, curiosity, interpersonal distancing and autistic tendency etc. There are three main findings in our results: (1) trait anxiety had negatively indirect impact on trait curiosity and the time spent on update of the COVID-19 information, however, no such correlation was found between state anxiety and epistemic curiosity; (2) state anxiety has negatively indirect impact on perceptual curiosity through increasing interpersonal distancing during quarantine; (3) interpersonal distancing and autistic tendency have negatively indirect impact on interpersonal curiosity. These effects suppressed the positive prediction of anxiety to interpersonal curiosity. Our research provides insights for the relationship between quarantine, anxiety and curiosity during the COVID-19.