Dataset include Stata files.The data contained is to investigate the relationship between trust in social media and beliefs and preventive behaviours in the context of the COVID-19 pandemic. 1008 respondents were surveyed in South Africa to study how trust in social media relative to other information sources predicts perceived risk and adoption of preventive behaviours. Although engagement with and trust in social media do not predict less adoption of preventive behaviours, trusting information from social media more than information from mass media or scientists is associated with less risk perception from COVID-19 and reduces the adoption of preventive behaviours (including vaccines).