There is a two-hour exemption on Friday to allow Muslim prayers and a five-hour window for Christians on Sunday.
Volunteers are going door-to-door, looking for people with signs of the disease and reminding others how to stay safe.
Dozens of new cases are still being reported in Sierra Leone every week.
The three West African countries worst affected by Ebola - Sierra Leone, Liberia and Guinea - have set a target of having no new cases by the middle of next month.
The outbreak has killed more than 10,000 people in the three countries over the past year.
The authorities in Sierra Leone are enforcing a three-day lockdown to curb the spread of Ebola, with the entire population ordered to stay at home.