At the start of the COVID-19 pandemic, federal government and local governments across the U.S. recommended that individuals engage in social distancing and other prosocial health behaviors (e.g., wear a mask when out in public). While social scientists know a fair amount about the extent to which people complied with these recommendations, far less is known about why some people may have been more likely to do so. Building on insights from Human Values Theory, we argue that people who are more self-transcendent (i.e., more likely to put others’ needs before their own) should be more likely to engage in a variety of prosocial health behaviors (PSHB); including social distancing. In a nationally representative survey (N = 1,015) conducted at the start of the coronavirus outbreak, we find that people who are highly self-transcendent were significantly more likely to engage in PSHB. Recognizing the limitations of self-reported data, we validate these findings by merging both international and inter-state phone-tracking data into state and country opinion surveys. We find that, on average, people in both countries and states that place a higher emphasis on self-transcendence values were more likely to engage in social distancing at the start of the pandemic.