This study heightens the understanding of response efficacy as a determinant of engagement in preventive behavior during the ongoing COVID-19 pandemic. To achieve a more nuanced conceptualization of response efficacy, this study proposes and examines a time-based coping appraisal framework, drawing upon a part of the extended parallel process model (EPPM). The current study investigates how the temporality of coping response message features work in generating social distancing behavioral intentions and explicates the role of anticipated emotions in this motivational process. Results of the experimental study (N = 584) indicate that proximal future framed coping response message (vs. distant future message) led to greater response efficacy, which in turn led to greater anticipated guilt and pride, and by extension increased social distancing behavioral intentions. Mediation analyses also demonstrated the indirect effects of the temporality conditions (proximal future-oriented message vs. distant future-oriented message) on social distancing intentions through response efficacy, anticipated guilt, and anticipated pride. The theoretical and practical implications of this study are discussed.