Given the continued burden of COVID-19 worldwide, there is a high unmet need for data on the effect of social distancing and face mask use to mitigate the risk of COVID-19. We examined the association of community-level social distancing measures and individual face mask use with risk of predicted COVID-19 in a large prospective U.S. cohort study of 198,077 participants. Individuals living in communities with the greatest social distancing had a 31% lower risk of predicted COVID-19 compared with those living in communities with poor social distancing. Self-reported 'always' use of face mask was associated with a 62% reduced risk of predicted COVID-19 even among individuals living in a community with poor social distancing. These findings provide support for the efficacy of mask-wearing even in settings of poor social distancing in reducing COVID-19 transmission. Despite mass vaccination campaigns in many parts of the world, continued efforts at social distancing and face mask use remain critically important in reducing the spread of COVID-19.