Consumers' compliance with recommended behavior during the COVID-19 pandemic helps contain the spread of the virus and positively impacts marketplace outcomes. This study investigates the effect of consumers' tolerance of uncertainty on COVID-19 concern, compliance with recommended behavior, and panic buying intentions, across four countries (Germany and USA with a low power distance index; India and The Philippines with a high power distance index; N = 1272). We test the moderating role of power distance, mindfulness, and trust in scientists, among these relationships. Our results show that tolerance of uncertainty is negatively associated with COVID-19 concern, and COVID-19 concern is positively associated with compliance and panic buying intentions. In high power distance countries, tolerance of uncertainty is negatively associated with compliance. The negative association of tolerance of uncertainty with COVID-19 concern is more pronounced at low levels of mindfulness, and consumers with high COVID-19 concern and high trust in scientists demonstrated the highest compliance. Our findings reveal that stressing the importance of mindfulness, though positive overall, might not yield more compliance. Interventions to make consumers more concerned about the consequences of the pandemic and, at the same time, enhancing their trust in scientists, can lead to higher levels of compliance.