The novel coronavirus (SARS-CoV-2) has rapidly developed into a global epidemic. To control its spread, countries have implemented non-pharmaceutical interventions (NPIs), such as school closures, bans of small gatherings, or even stay-at-home orders. Here we study the effectiveness of seven NPIs in reducing the number of new infections, which was inferred from the reported cases of COVID-19 using a semi-mechanistic Bayesian hierarchical model. Based on data from the first epidemic wave of n = 20 countries (i.e., the United States, Canada, Australia, the EU-15 countries, Norway, and Switzerland), we estimate the relative reduction in the number of new infections attributed to each NPI. Among the NPIs considered, bans of large gatherings were most effective, followed by venue and school closures, whereas stay-at-home orders and work-from-home orders were least effective. With this retrospective cross-country analysis, we provide estimates regarding the effectiveness of different NPIs during the first epidemic wave.