Against the background of uncertainty and crisis generated by COVID-19, academics and practitioners have struggled to envision how travelling behaviour will be transformed by the pandemic and when it will resume. Despite its relevance to both theory and practice, current research devoted to this research strand is still in its early stages. This study, reliant on Protection Motivation Theory, was conducted in order to assess the ways in which travellers’ preferences are changing as a result of the coping strategies they adopt to protect themselves from the health crisis. To do this, a convergent parallel mixed method approach (data validation variant) was applied to a sample of 4,539 completed questionnaires, collected in Italy, which included 1,577 usable qualitative answers. A factor-cluster analysis was carried out on the quantitative data. Two factors driving destination choice emerged, namely: “Personal protective equipment, sanitation, and physical distancing” and “Outdoor and under-crowded tourism attractions and destinations”. The cluster analysis divided individuals into three groups: “All-round concerned tourists”, “Middle-concerned tourists”, and “Outdoor-driven tourists”. Finally, a series of chi-square and F-tests revealed that significant differences existed between the clusters, based on socio-demographics and travel-related characteristics (i.e., preferred accommodation facilities and means of transport, geographical scale of travelling, and travel companions). Quantitative results were then merged with qualitative results, allowing us to further deepen our understanding of travel behaviours during the pandemic and the related coping strategies. Contributions to this body of knowledge and managerial implications are discussed and suggestions for further research are given.