During the Covid-19 pandemic, the governments are trying to contain the spread with non-pharmaceutical interventions (NPIs), such as social distancing rules, restrictions, and lockdowns. In an effort to identify factors that may influence population adherence to NPIs, we examined the role of optimism bias, anxiety, and perceived severity of the situation in relation to engagement in protective behavioral changes and satisfaction with governments' response to this pandemic. We conducted an online survey in 935 participants (M_age = 34.29; 68.88% females) that was disseminated in April and May 2020 in the Netherlands, Germany, Greece, and USA. Individuals with high optimism bias engaged less in behavioral changes, whereas individuals with high levels of anxiety and high perceived severity engaged more in behavioral changes. Individuals with high optimism bias and high levels of anxiety were less satisfied with the governments' response, albeit for different reasons. Individuals who reported low perceived severity and low government satisfaction engaged the least in behavioral changes, whereas participants who reported high perceived severity and low government satisfaction engaged the most in behavioral changes. This study contributes to a better understanding of the psychological factors that influence people's responses to NPIs.