Some occupational sectors, such as human health and care, food service, cultural and sport activities, have been associated with a higher risk of SARS-CoV-2 infection than other sectors. To curb the spread of SARS-CoV-2, it is preferable to apply targeted non-pharmaceutical interventions on selected economic sectors, rather than a full lockdown. However, the effect of these general and sector-specific interventions on the virus circulation has only been sparsely studied. We assess the COVID-19 incidence under different levels of non-pharmaceutical interventions per economic activity during the autumn 2020 wave in Belgium. The 14-day incidence of confirmed COVID-19 cases per the Statistical Classification of Economic Activities in the European Community (NACE–BEL) sector is modelled by a longitudinal Gaussian-Gaussian two-stage approach. This is based on exhaustive data on all employees in all sectors. In the presence of sanitary protocols and minimal non-pharmaceutical interventions, many sectors with close contact with others show considerably higher COVID-19 14-day incidences than other sectors. The effect of stricter non-pharmaceutical interventions in the general population and non-essential sectors is seen in the timing of the peak incidence and the width and height of the post-peak incidence. In most sectors incidences returned to higher levels after the peak than before and this decrease took longer for the health and care sector. Sanitary protocols for close proximity occupations may be sufficient during periods of low-level virus circulation, but progressively less with increasing circulation. Stricter general and sector-specific non-pharmaceutical interventions adequately decrease COVID-19 incidences, even in close proximity in essential sectors under solely sanitary protocols.