The emergence of a pandemic is usually accompanied by different measures-economic, social, preventive, and (self)protective. In the case of the COVID-19, several preventive measures were formally enforced by state authorities in the majority of countries worldwide. Thus, during the COVID-19 pandemic, the intertwining of formal and informal social control could be observed. Hence, in this study a cross-sectional design was chosen to explore the issue in Slovenia. To the best of our knowledge, this research is the first in the current literature to empirically test the general deterrence theory in pandemic circumstances (as external factors predicting individuals' compliance with the COVID-19 preventive measures). The results suggest an important role of informal punishment, with perceived informal severity being the only statistically significant factor from the general deterrence theory. In contrast to external factors, internal factors play a significantly greater role in promoting people's self-protective behavior in pandemic circumstances. During the unknown, the uncertain and delicate situations with which people have no previous experience, both personal beliefs about the effectiveness of measures and perceived self-efficacy are more important than fear of formal sanctions.