Although lockdown measures to stop COVID-19 have direct effects on disease transmission, their impact on violent and accidental deaths remains unknown. Our study aims to assess the early impact of COVID-19 lockdown on violent and accidental deaths in Peru. Based on data from the Peruvian National Death Information System, an interrupted time series analysis was performed to assess the immediate impact and change in the trend of COVID-19 lockdown on external causes of death including homicide, suicide, and traffic accidents. The analysis was stratified by sex and the time unit was every 15 days. All forms of deaths examined presented a sudden drop after the lockdown. The biggest drop was in deaths related to traffic accidents, with a reduction of 12.22 deaths per million men per month (95% CI: −14.45, −9.98) and 3.55 deaths per million women per month (95% CI:-4.81, −2.30). Homicide and suicide presented similar level drop in women, while the homicide reduction was 2.5 the size of the suicide reduction in men. The slope in homicide in men during the lock-down period increased by 6.66 deaths per million men per year (95% CI:3.18, 10.15). External deaths presented a sudden drop after the lockdown was implemented and an increase in homicide in men was observed. Falls in mobility have a natural impact on traffic accidents, however, the patterns for suicide and homicide are less intuitive and reveal important characteristics of these events, although we expect all of these changes to be transient.