Background We aim to assess the anxiety and depressive symptoms related to the COVID-19 pandemic in children with chronic lung disease and their parents and also to evaluate parents' coping strategies. Methods Parents of children aged 4-18 years, with chronic lung disease (study groupn = 113) and healthy control (n = 108) were enrolled in the study. General Health Questionnaire-12, specific COVID-19 related anxiety questions, The Coping Orientation to Problems Experienced inventory, coronavirus-related psychiatric symptom scale in children-parental form were used to analyze the psychiatric effects of COVID-19. Parents were also asked about how online education affected their family life and children. All data were compared between children/parents in the study and control groups. Risk factors related with anxiety scores of children were also analyzed. Results Talking about the pandemic, concern about coronavirus transmission, taking precaution to prevent coronavirus transmission, making pressure to protect from COVID-19 were significantly higher in parents within the study group (p < .05). Parents in the study group used more problem-focused coping than parents in the control group (p = .003). Anxiety symptoms score was higher in children of the study group (p = .007). Parents in the study group found online education more useful than parents in the control group. Conclusion Children with chronic lung diseases and their parents have more anxiety due to COVID-19 pandemic and these parents use more mature coping strategies to manage the stress of the pandemic. Longitudinal and larger studies should be done in all aspects of online education in children with chronic lung diseases.