This study aims to describe public risk perception regarding COVID‐19 and corresponding self‐protection behavior using samples in China. An online survey was operated to investigate the perception of the COVID‐19 pandemic and their coping behavior (n = 1144). Structural equation models were applied to analyze data. Empirical results indicate that intention to adopt self‐protection behaviors and public risk perception are high. Risk perception, perception of governmental COVID‐19 prevention, and systematic processing positively influence coping behavioral intentions. Perception of governmental COVID‐19 prevention, knowledge regarding COVID‐19, and systematic processing positively impact risk perception. Knowledge regarding COVID‐19 positively influences systematic processing. Information acquisition positively affects perception of governmental COVID‐19 prevention and knowledge regarding COVID‐19. The epidemic prevention and control efforts of the government could trigger public coping behavioral intentions. Improving the information processing capability of the public helps maintain a high level of risk perception.