Severe smog, a form of air pollution, has become a threat to public health in Beijing, China. To examine Beijing residents' protective behavioral intentions against smog, we proposed a conceptual model, which applies the health belief model (HBM) and specifies the roles of three distal predictors: exposure to news, discussion, and worry. The proposed model was tested in the context of protective behavioral intentions (i.e., intention to wear facemask & intention to use air purifier). Data were collected from Beijing residents during the period from 2/27 to 3/7 in 2017. Structural-equation-modeling (SEM) analyses of valid cases (N = 523) found support for the health belief model regarding the positive effects of perceived threat, perceived benefit, and perceived self-efficacy on intention to wear facemask or intention to use air purifier. Perceived barrier has a negative effect on intention to use air purifier, but is not related to intention to wear facemask. Neither exposure nor discussion is related to perceived threat. The effect of worry on intention to wear facemaskor intention to use air purifier is mediated by perceived threat. This proposed mediating mechanism is superior to the reverse mechanism (that worry mediates perceived threat). Implications of findings were discussed.