Tools for assessing a country’s capacity, as for example, The Global Health Security Index (GHS), in the face of public health emergencies must be reviewed, as they were not predictive of the COVID-19 pandemic. Social cohesion and risk communication, which are related to trust in government and trust in others, may have influenced adherence to government measures and mortality rates due to COVID-19. This study analyzed the association between COVID-19 outcomes and social cohesion and risk communication indicators in 213 countries. Secondary data, in the public domain, were analyzed by statistical analysis consisted of a multiple linear regression model adjusted for confounding factors. The results showed that social cohesion and risk communication, in their dimensions (public trust in politicians, trust in others, social safety nets, and equal distribution of resources index), were associated with lower excess mortality due to COVID-19. The number of COVID-19-related disorder events and government transparency were associated with higher excess mortality due to COVID-19. Most of the social cohesion and risk communication variables were associated with better vaccination indicators, except for social capital and engaged society, which had no statistically significant association.