Belgium is a geographically small country bordered by The Netherlands, France, Germany, and Luxembourg, with intense transborder mobility, defined as mobility in the border regions with neighboring countries. It is therefore of interest to examine how the 14-day COVID-19 confirmed case incidence in the border regions is influenced by that of the adjacent regions in the neighboring countries and thus, whether and how it differs from that in the adjacent non-border regions within Belgium. To this end, the 14-day COVID-19 confirmed case incidence is studied at the level of Belgian provinces, well-defined border areas within Belgium, and adjacent regions in the neighboring countries. Auxiliary information encompasses work-related border traffic, travel rates, the proportion of people with a different nationality, the stringency index of the non-pharmaceutical interventions, and the degree of urbanization at the level of the municipality. Especially in transnational urbanized areas such as between the Belgian and Dutch provinces of Limburg and between the Belgian province of Antwerp and the Dutch province of North Brabant, the impact on incidence is visible, at least at some points in time, especially when the national incidences differ between neighboring countries. In contrast, the intra-Belgian language border regions show very little transborder impact on the incidence curves, except around the Brussels capital region, leading to various periods where the incidences are very different in the Dutch-speaking north and the French-speaking south of Belgium. Our findings suggest that while travel restrictions may be needed at some points during a pandemic, a more fine-grained approach than merely closing national borders may be considered. At the same time, in border regions with considerable transborder mobility, it is recommended to coordinate the non-pharmaceutical interventions between the authorities of the various countries overlapping with the border region. While this seems logical, there are clear counterexamples, e.g., where non-essential shops, restaurants, and bars are closed in one country but not in the neighboring country.