Adopting health preventive actions is one of the most effective ways to combat the COVID-19 pandemic. Based on the theory of planned behavior and the orientation–stimulus–orientation–response model, this study investigated the mechanisms by which health information exposure influenced individuals to adopt self-protective behaviors in the context of infectious disease. In this research, a convenience sampling was used and 2265 valid samples (Male = 843, 68.9% of participants aged range from 18 to 24) were collected in China. Structural equation modeling analysis was performed, and the analysis showed that health consciousness positively influenced the subsequent variables through interpersonal discussions and social media exposure to COVID-19-related information. The interaction between interpersonal discussion and social media exposure was found to be positively associated with the elements of the theory of planned behavior and risk perception. The findings also revealed that self-protective behavior was positively predicted by the components of the theory of planned behavior and risk perceptions, with subjective norms serving as the main predictor, followed by attitudes and self-efficacy.