In order to reduce the spread of SARS-CoV-2, much of the US was placed under social distancing guidelines during March 2020. We characterized risk perceptions and adherence to social distancing recommendations in March 2020 among US adults aged 18+ in an online survey with age and gender quotas to match the general US population (N = 713). We used multivariable logistic and linear regression to estimate associations between age (by generational cohort) and these outcomes. The median perceived risk of infection with COVID-19 within the next month was 32%, and 65% of individuals were practicing more social distancing than before the outbreak. Baby Boomers had lower perceived risk than Millennials (-10.6%, 95% CI: -16.2%, -5.0%), yet were more frequently social distancing (OR = 1.64; 95% CI: 1.05, 2.56). Public health outreach should focus on raising compliance with social distancing recommendations, especially among high risk groups. Efforts to address risk perceptions alone may be inadequate.