News media can influence citizens' health beliefs about COVID-19 and eventually their vaccination intention. However, existing literature has rarely investigated how such effect is contingent upon a country-level factor: press freedom. Situated in the Health Belief Model, this study draws upon a multi-national survey (N = 3,599), involving 10 major cities in Asia to address the research gap. Results showed that news exposure has a positive effect on personal health beliefs on COVID-19, affecting their vaccination intention. More interestingly, the relationship between news exposure and personal health beliefs about COVID-19 was negatively moderated by level of press freedom - that is, the relationship between news exposure and personal health beliefs is stronger in cities that belong to countries with low levels of press freedom.