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Safety literature has traditionally focused on identifying and managing risk factors that lead to safety outcomes (e.g., injuries, accidents, death) at work. The current study takes a new perspective on employee safety and proposes that safety‐related experience has more general work implications. Drawing on theories of stress coping and workplace anxiety, we test a mechanism on how employees' daily experiences of safety threats are related to their work behavior via negative emotional reactions. Specifically, we focus on employees' experiences of safety violations on the way to work and at work during the ongoing struggles with COVID‐19. Our daily diary study (Level 1 N = 778, Level 2 N = 84; office workers in South Korea) shows that experiencing safety violations during the daily commute and at work is associated with increased state health anxiety at work, which then translates into work withdrawal on that day. Furthermore, we introduce organizational safety climate as an important mitigating factor of this stress‐coping process, as such a climate can emphasize management's commitment to safety. [ABSTRACT FROM AUTHOR]