People tend to believe they are more (less) likely to experience positive (negative) outcomes than similar others. While research has consistently shown that feeling unrealistically optimistic about future events influences the adoption of self-protective behaviors, much less is known about the opposite relationship. We address this gap by examining whether and how self-protective behaviors influence unrealistic optimism in the context of the COVID-19 pandemic. Across two preregistered, high-powered experiments (N = 4,707), we document a generalized unrealistic optimism about the health risks associated with COVID-19. Critically, we show that prompting people to think about a precautionary behavior they often perform (i.e., mask wearing) magnifies this preexisting tendency. Egocentrism, but not self-enhancement and/or better-than-average effects, helps to explain the phenomenon. Theoretical contributions and substantive implications to health risk research and policy are discussed. (PsycInfo Database Record (c) 2022 APA, all rights reserved).