The coronavirus COVID-19 pandemic is an unprecedented health crisis. Many governments around the world have responded by implementing lockdown measures of various degrees of intensity. To be effective, these measures must rely on citizens' cooperation. In the present study, we drew samples from the United States (N = 597), Italy (N = 606) and South Korea (N = 693) and examined predictors of compliance with social distancing and intentions to report the infection to both authorities and acquaintances. Data were collected between April 6th and 8th 2020. We investigated the role of cultural orientations of horizontal and vertical individualism and collectivism, self-conscious emotions of shame and guilt related to the infection and trust in the government's action. Across all countries, vertical collectivism predicted stronger shame, whereas horizontal collectivism predicted stronger trust in the government. Only in the United States, vertical collectivism was associated with stronger trust. Stronger feelings of shame predicted lower compliance and intentions to report the infection to both authorities and acquaintances. In contrast, guilt was associated with stronger intentions to report the infection to the authorities. Finally, trust was associated with stronger compliance and intentions to report the infection to the authorities. Unlike Italy and South Korea, the association between trust on compliance was not statistically significant in the United States, Implications of the findings, and directions for future research are discussed.