In this research note, we analyze the impact of the COVID-19 pandemic on cultural participation. We use rich survey data from Denmark to construct pooled time-series cross-sectional data for each month of the years 2019–2021 and report three findings. First, participation in physical cultural activities (e.g. attending a concert or a museum) plummeted during two lockdowns and did not return to its pre-pandemic level by the end of 2021. Second, participation in digital activities (e.g. reading a digital book or following a museum on social media) did not change much during the pandemic. Overall, we find little evidence of substitution from physical to digital cultural participation during the COVID-19 lockdown in Denmark. Third, socioeconomic gradients in cultural participation decreased during the pandemic for physical cultural participation, but did not change for digital cultural participation. We end by discussing what we can learn from our results about how social disruptions affect patterns of cultural participation and inequality.