Purpose: The purpose of this study is to examine the differences in preventive behaviors of COVID-19 between urban and rural residents, as well as identify the factors that might contribute to such differences. Methods: Our online survey included 1591 participants from 31 provinces of China with 87% urban and 13% rural residents. We performed multiple linear regressions and path analysis to examine the relationship between rural status and behavioral intention, attitude, subjective norms, information appraisal, knowledge, variety of information source use, and preventive behaviors against COVID-19. Findings: Compared with urban residents, rural residents were less likely to perform preventive behaviors, more likely to hold a negative attitude toward the effectiveness of performing preventive behaviors, and more likely to have lower levels of information appraisal skills. We identified information appraisal as a significant factor that might contribute to the rural/urban differences in preventive behaviors against COVID-19 through attitude, subjective norms, and intention. We found no rural/urban differences in behavioral intention, subjective norms, knowledge about preventive behaviors, or the variety of interpersonal/media source use. Conclusions: As the first wave of the pandemic inundated urban areas, the current media coverage about COVID-19 prevention may not fully satisfy the specific needs of rural populations. Thus, rural residents were less likely to engage in a thoughtful process of information appraisal and adopt the appropriate preventive measures. Tailoring health messages to meet rural populations’ unique needs can be an effective strategy to promote preventive health behaviors against COVID-19.