Objective. The objective of this research was to describe and analyze the role of psychological and behavioral factors on perceptions of COVID-19 in France and Quebec at three different times during the pandemic. Design. We conducted three qualitative and quantitative studies (Study 1 N = 255, Study 2 N = 230, Study 3 N = 143). Participants were asked to evaluate psychological and behavioral measures: at the beginning of lockdown (Study 1), during lockdown (Study 2), and during lockdown exit (Study 3). Results. Results of Study 1 show that perceptions of COVID-19 are organized around fear and a sense of threat. During the lockdown, participants mentioned for the first time the health practices to prevent the spread of COVID-19 (Study 2). Psychological and social impacts constitute a central theme in participants’ discourse (Study 2 and 3). Conclusions. The results show that perceptions of risk during a pandemic are socially constructed. Perceptions seem to be influenced by the political and health management of a territory and by the evolution of behavioral and psychological responses.