Widespread public adoption of behaviors that can prevent the spread of COVID-19 is key to controlling the infection rate. In a nationally representative survey administered April 24 to May 11, 2020, we identified psychological predictors of three preventive behaviors: social distancing, practicing respiratory hygiene (such as hand washing and coughing into a tissue), and mask wearing. All three behaviors were strongly predicted by their perceived effectiveness and were moderately predicted by anxiety about COVID-19 and by perceived behavioral norms. The perceived effectiveness of social distancing also predicted the self-reported number of exposures to people outside the household, and this relationship was mediated by social distancing behavior. In other words, greater perceived effectiveness of social distancing predicted greater compliance with distancing recommendations, which in turn was linked to lower exposure. On the basis of our findings, we suggest some actions that might promote long-term adherence to preventive behaviors even if rapidly shifting beliefs about the risks posed by the virus diminish the public’s susceptibility to intervention.