How and why do people comply with protective behaviours during COVID-19? The emerging literature employs a variable-centered approach, typically using a narrow selection of constructs within a study. This study is the first to adopt a person-centred approach to identify complex patterns of compliance, and holistically examine underlying psychological differences, integrating multiple psychology paradigms and epidemiology. 1575 participants from Australia, US, UK, and Canada indicated their behaviours, attitudes, personality, cognitive/decision-making ability, resilience, adaptability, coping, political and cultural factors, and information consumption during the pandemic's first wave. Using Latent Profile Analysis, two broad groups were identified. The compliant group (90%) reported greater worries, and perceived protective measures as effective, whilst the non-compliant group (about 10%) perceived them as problematic. The non-compliant group were lower on agreeableness and cultural tightness-looseness, but more extraverted, and reactant. They utilised more maladaptive coping strategies, checked/trusted the news less, and used official sources less. Females showed greater compliance than males. By promoting greater appreciation of the complexity of behaviour during COVID-19, this research provides a critical platform to inform future studies, public health policy, and targeted behaviour change interventions during pandemics. The results also challenge age-related stereotypes and assumptions.