Employing the salutogenic model, we asked how individuals in different countries cope with the COVID-19 crisis and stay healthy. We were interested in exploring the individual (i.e. sense of coherence) as well as the social and national resources (i.e. social support, sense of national coherence, and trust in governmental institutions) that could explain levels of mental health and anxiety during the outbreak of the pandemic. Data collection was conducted via convenience sampling on online platforms, during the end of March and the beginning of April 2020. The data included four samples: 640 Israeli participants (319 males), 622 Dutch participants (177 males), 924 Italian participants (338 males) and 489 Spanish participants (117 males); age range of 18–88 years. The questionnaires included standard tools (MHC-SF, GAD-7, SOC, SONC). Several questions were adapted to the context of coronavirus and measured levels of exposure to COVID-19, trust in governmental institutions, and social support. The results significantly confirmed the suggested salutogenic model regarding the contribution to individual and national coping resources to anxiety levels and mental health. The patterns of the coping resources in explaining anxiety and mental health were similar in the four samples, and SOC was the main predictor these outcomes. Despite these similarities, a different pattern and also different magnitudes of the predictive value of the coping resources were found for the two different reactions: anxiety vs. mental health. While SOC and situational factors (like financial threat) were significant in explaining anxiety levels, the SOC and national resources were found as significant in explaining mental health levels. The findings support the salutogenic approach in studying reactions during pandemic time. They also shed some light on the difference between pathogenic and salutogenic measures in studying psychological reactions to stressful situations.