As the impact of COVID-19 continues, engagement in social distancing is essential. Using Social Cognitive Theory, the current study examined the unique roles of COVID-19 anxiety and self-efficacy on the relationships between information-seeking and risk perception as predictors of social distancing intention. A convenience sample of 960 adults (M = 37.81 years, SD = 11.65) completed an author-designed online survey. Participants completed measures on behavioral intention, information-seeking, risk perception, COVID-19 anxiety, and self-efficacy. Moderated mediations examined the theoretically proposed relationships among the variables. COVID-19 anxiety moderated the relationship between risk perception and self-efficacy, but not the association between information-seeking and self-efficacy. Self-efficacy mediated the role of risk perception and information-seeking on behavioral intent. Self-efficacy was strongly associated with social distancing intention, consistent with previous research and underscoring the need to identify factors influencing self-efficacy in the context of a pandemic. Risk perception and information-seeking both directly and indirectly related to intention to social distance, with COVID-19 anxiety dampening the influence of perceived risk on self-efficacy. The roles of risk perception and information-seeking in relation to self-efficacy suggest the need to adequately describe risk, reduce pandemic-related anxiety, and provide accurate, transparent information.