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Background Compliance with government-recommended preventive measures represents a key factor in mitigating the negative consequences of coronavirus disease 2019 (COVID-19). Aims The study investigated the relation between health anxiety, perceived risk and perceived control as predictors of coronavirus disease 2019 (COVID-19)-related anxiety and preventive behaviours (both adaptive and dysfunctional/excessive) during the early pandemic response in Romania. Method Data were collected in April–May 2020, and the sample comprised 236 participants, 192 women, mean age 31.44 (s.d. = 10.30, age range 16–67). Results Our results showed that health anxiety and perceived control, but not perceived risk predicted adaptive preventive behaviours, whereas dysfunctional behaviours were predicted by health anxiety alone. COVID-19-related anxiety was predicted by health anxiety and perceived risk, with perceived control emerging as a non-significant predictor. Also, we found that the effect of health anxiety on COVID-19-related anxiety was mediated by perceived risk, and that perceived control acted as a moderator in the relation between health anxiety and dysfunctional (but not adaptive) preventive behaviours. Conclusions Our results suggest health anxiety is a significant predictor of COVID-19-related anxiety and preventive behaviours. Also, adaptive, but not dysfunctional, preventive behaviours were additionally predicted by perceived control, pointing to the important role of control and self-efficacy in explaining adherence to recommendations.