When coronavirus disease (COVID-19) news along with protective health recommendations first came to people’s life, such ambiguous information became a public opinion. Performing protective behaviors can be regarded as an approval of the majority opinion as people have to alter their established health positions and practices. So far, the association between public opinion and protective health behaviors is unclear especially in the pandemic context. This study utilized a survey data collected between 1 and 10 April 2020 in Germany (n = 101), Austria (n = 261), Switzerland (n = 26), and China (n = 267). We compared the protective health behaviors between the Chinese and European participants, as well as examined the associations between the protective health behaviors, peer influence, and fear of social isolation. Protective health behaviors were found similar between Chinese and European participants, although being independent from peer influence and fear of social isolation were related to protective health behaviors in the Chinese sample. Our cross-national findings are consistent with previous studies, suggesting that both official and unofficial health communication show stronger influences in Asian populations. Findings from this study provide advice for public communication strategies to promote protective health behaviors during pandemics.