Numerous anecdotal reports suggest that domestic violence has increased globally since the COVID-19 pandemic, but rarely are there cross-country empirical support for this claim. Using two unique datasets which comprises official domestic violence data from Southern China (N = 152 daily data points from January 1st to May 31st, 2020) and Google Trends data across four English-speaking countries (i.e., Australia, Canada, the United Kingdom, and the United States; N = 728 daily data points from January 1st to June 30th, 2020), we test the association between daily confirmed cases of COVID-19 and daily reports of domestic violence. We find that daily new cases are positively associated with domestic violence in Australia, Canada, the United Kingdom, and the United States, but not in China. However, one nuance of our findings in China is that this association is lagged. We speculate that it is because that China is the first to experience the pandemic during which many people were not acutely aware of or affected by COVID-19. These findings suggest that the COVID-19 health toll is beyond its direct costs on its infectees and provide insights into social policies on public health crises. Governments need to balance their COVID-19 responses with corresponding assistance toward women and children who might be at risk of domestic violence in this difficult time.