COVID-19 has caused considerable stress to individuals and communities. Daily press briefings on public health during the COVID-19 pandemic have increased individuals' feelings of social pressure. Abrupt changes to a person's immediate environment, such as the changes caused by COVID-19, can substantially affect their mental health and cognitive adjustment. On the basis of the stimulus-organism-response (S-O-R) framework, we examined the effects of digital and physical stimuli related to COVID-19 in Taiwan on individuals' psychological states and preventive behavior, including social distancing and personal hygiene. The data obtained from 498 valid survey questionnaires indicated that digital and physical factors including informativeness, social pressure, and severity exerted direct effects on cognitive assimilation and anxiety, which in turn affected individuals' preventive behavior. Moreover, cognitive assimilation and anxiety had significant mediating effects on the relationships of informativeness, social pressure, and severity with individuals' preventive behavior. The results of this study indicate how digital and physical stimulus factors affect cognitive assimilation and anxiety, which influence preventive behavior during a pandemic.