Fear of novel coronavirus 2019 (COVID-19) may result in psychological health problems among different populations. Moreover, believing COVID-19 information and preventive COVID-19 infection behaviors are relevant constructs associated with fear of COVID-19. Therefore, the present study validated three instruments assessing fear, beliefs, and preventive behaviors related to COVID-19 among individuals with mental illness. Moreover, relationships between the three constructs were examined. Individuals with mental illness (N = 400; 178 females; mean age = 46.91 years) completed the Fear of COVID-19 Scale (FCV-19S), Believing COVID-19 Information Scale (BCIS), Preventive COVID-19 Infection Behaviors Scale (PCIBS), and Depression Anxiety Stress Scale-21 (DASS-21). The FCV-19S, BCIS, and PCIBS demonstrated a single-factor structure with satisfactory fit indices. Moreover, believing COVID-19 information positively and significantly associated with fear of COVID-19, and fear of COVID-19 negatively and significantly associated with preventive behaviors and positively and significantly associated with psychological distress. The FCV-19S, BCIS, and PCIBS may assist healthcare providers in assessing COVID-19-related information among individuals with mental illness. Consequently, relevant programs may be designed to help individuals with mental illness going through the period of crisis.