The COVID-19 pandemic created elevated risks for life and health of overwhelming majority of people all over the world. The situation called for global restructuring of activities performed by social institutions as well as for adaptation of people’s routine behaviors to this new reality. Common people faced a serious challenge of selecting an optimal self-preservation model that would allow achieving the maximum possible mitigation of health risks. This review covers empirical foreign studies with their focus on people’s health-related behavior during the COVID-19 pandemic with its aim being to identify different types of individual strategies for health risk mitigation. During the pandemic, protective behavior was influenced by social, cultural, sociodemographic, and individual and personality-related factors. Effects of micro-factors (age or education) could be different depending on a country. High healthcare literacy was a factor of selecting a protective behavior model regardless of any other characteristics. We can spot out three basic strategies for mitigating health risks under high epidemiological hazard: 1) a maximum protection strategy involving adherence to most medical recommendations on prevention of the coronavirus infection; 2) a dominating protection strategy that involves adherence to some basic recommendations (face mask wearing, frequent hand washing, and self-isolation); 3) a mixed strategy that includes periodical adherence to some recommendation on prevention of the infection, on the one hand, and some risky behaviors, on the other hand. Behavior strategies aimed at mental health protection are various and include, for example, those that are oriented at social networks as much as only possible (a strategy involving search for emotional support or an attempt to keep social contacts), as well as isolation strategies and deviant strategies. Some studies covered in the review suggest ways to consider peculiarities of individual and family behavior during the pandemics when solving tasks related to risks of infections spread in future.