Understanding predictors of adherence to governmental measures to prevent the spread of the COVID-19 is fundamental to guide health communication. This study examined whether political stringency and infection rates during the first wave of the pandemic were associated with higher education students' adherence to COVID-19 government measures in the Nordic countries (Denmark, Finland, Norway, Iceland, and Sweden) and the United Kingdom. Both individual- and country-level data were used in present study. An international cross-sectional subsample (n = 10,345) of higher-education students was conducted in May–June 2020 to collect individual-level information on socio-demographics, study information, living arrangements, health behaviors, stress, and COVID-19-related concerns, including adherence to government measures. Country-level data on political stringency from the Oxford COVID-19 Government Response Tracker and national infection rates were added to individual-level data. Multiple linear regression analyses stratified by country were conducted. Around 66% of students reported adhering to government measures, with the highest adherence in the UK (73%) followed by Iceland (72%), Denmark (69%), Norway (67%), Finland (64%) and Sweden (49%). Main predictors for higher adherence were older age, being female and being worried about getting infected with COVID-19 (individual-level), an increase in number of days since lockdown, political stringency, and information about COVID-19 mortality rates (country-level). However, incidence rate was an inconsistent predictor, which may be explained by imperfect data quality during the onset of the pandemic. We conclude that shorter lockdown periods and political stringency are associated with adherence to government measures among higher education students at the outset of the COVID-19 pandemic.