Social isolation magnified by the restriction of movement order during the COVID-19 pandemic may lead to negative psychosocial health impact among community-dwelling older adults. We evaluated the feasibility of virtual research methods and virtual group exercises among individuals aged 60 years and over in Malaysia. Participants were recruited from the Promoting Independence in Seniors with Arthritis (PISA) pilot cohort through social media messages. A four-week course of virtual group exercise was offered. Anxiety and depression were assessed with the Hospital Anxiety and Depression Scale (HADS) during the last attended follow-up of the cohort study (pre-pandemic), pre-intervention, and post-intervention. Exercise adherence was recorded using diary with daily entries and attendance to the virtual group exercise sessions were captured daily. The outcomes of interest were changes of anxiety and depression scores from baseline to pre-intervention (pandemic-related) and post-intervention (virtual exercise related). Forty-three individuals were recruited. A significant increase in anxiety scores from baseline to pre-intervention was observed. Comparisons using repeated-measures analysis of variance between those who attendance ≥14 and <14 group exercise sessions revealed no between-within subjects differences in depression scores. There was a 23% dropout rate in the post intervention survey and 60.5% of diaries were returned. This study demonstrated the feasibility of conducting research entirely virtually among older persons during the peak of global first wave of a pandemic. The pandemic has led to increased anxiety among community-dwelling older adults.