The COVID-19 pandemic has struck the world and forced countries to go into lockdown including education sector. Students have been staying in hostels or houses, unable to go to university campuses. This situation has left university administrators no choice, but to have an online learning channel. Malaysian universities in particular have gone through many challenges to bring their online learning system up and ready to resume education process. However, students have found themselves caught in this situation (pure online learning) with no plan or readiness. Literature reviews showed that students encountered some challenges that could not be easily resolved. This study explored the challenges encountered by students of a government-linked university. This university is one of the largest in Malaysia with over 10 campuses across the country. This study collected 284 valid answers. The findings show that respondents lacked full readiness in this situation physically, environmentally, and psychologically with some differences in perspectives according to their gender, age, and residing state. Respondents were concerned about the implications of lockdown on their performance. The findings of this study indicate that a sudden switch to a pure online alternative creates considerable challenges to students who have no plans to be physically apart from classes. The findings also indicate that the current blended learning process which uses online learning as a support mechanism for face-to-face learning has faced a considerable challenge to replace it, particularly with unprepared students.