Introduction We sought to identify determinants of preventive practice against COVID-19 at work among primary healthcare professionals in Sabah, Malaysia. Method This was a cross-sectional study involving healthcare workers of the Penampang and Putatan districts of Sabah, Malaysia. A total of 167 health professionals from primary healthcare settings took part in this study via a self-administered questionnaire. Independent t-test and Analysis of Variance were used to determine differences in preventive practice for categorical independent variables. Pearson product-moment correlation was applied to assess the relationship between Job Satisfaction, burnout, and preventive practice. Subsequently, predictors of preventive practice at work among healthcare workers in Sabah were identified through Binomial Logistic Regression. Results The prevalence of good preventive practice among health professionals at work was 71.3%. There was no difference in preventive practice between professions. Almost all participants reported having good personal protective equipment compliance and hand hygiene practice at work. Marital status, average sleep hours, job satisfaction, and pandemic-related burnout were identified as significant predictors of preventive practice at primary healthcare facilities. Conclusions The outcome of this study is beneficial to the healthcare organization. It can serve as a useful guide to tackle issues related to poor preventive practice against COVID-19 at work for health professionals.