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Evidence is accumulating of the negative impact of the COVID‐19 pandemic and related public health measures on mental health. In this emergent field, there has been little research into the role of risk perception on depressive symptoms and the contribution of health‐care resources to model risk perception and mental health. The aim of this paper is to describe the relationship between individual‐level perception of risk and depression, controlling for a set of confounders and for country‐level heterogeneity. A cross‐sectional and observational online survey was conducted using a non‐probability snowball sampling technique. We use data on 11,340 respondents, living in six European countries (Italy, Sweden, United Kingdom, France, Poland, Czech Republic) who completed survey questionnaires during the first months of the pandemic. We used a fixed‐effect approach, which included individual and macro‐level variables. The findings suggest that a high proportion of people suffering from depression and heightened risk perception is positively associated with reporting depressive symptoms, even if this relationship varies significantly between countries. Moreover, the association is moderated by contextual factors including health‐care expenditure as a percentage of Gross Domestic Product, hospital beds for acute care, and number of medical specialists per head of population. Investment in health care offers a concrete means of protecting the mental health of a population living under pandemic restrictions. [ABSTRACT FROM AUTHOR]

We tested the link between COVID‐19 conspiracy theories and health protective behaviours in three studies: one at the onset of the pandemic in the United Kingdom (UK), a second just before the first national lockdown, and a third during that lockdown (N = 302, 404 and 399). We focused on conspiracy theories that did not deny the existence of COVID‐19 and evaluated the extent to which they predicted a range of health protective behaviours, before and after controlling for psychological and sociodemographic characteristics associated with conspiracy theory belief. COVID‐19 conspiracy beliefs were positively correlated with beliefs in other unrelated conspiracies and a general conspiracy mind‐set, and negatively correlated with trust in government and a tendency towards analytical thinking (vs. intuitive thinking). Unexpectedly, COVID‐19 conspiracy believers adhered to basic health guidelines and advanced health protective measures as strictly as non‐believers. Conspiracy believers were, however, less willing to install the contact‐tracing app, get tested for and vaccinated against COVID‐19, and were more likely to share COVID‐19 misinformation—all of which might undermine public health initiatives. Study 3 showed conspiracy theory believers were less willing to undertake health protective behaviours that were outside of their personal control, perceiving these as having a negative balance of risks and benefits. We discuss models explaining conspiracy beliefs and health protective behaviours, and suggest practical recommendations for public health initiatives. [ABSTRACT FROM AUTHOR]