We evaluated effectiveness of personal protective measures against severe acute respiratory disease coronavirus 2 (SARS-CoV-2) infection. Our case-control study included 211 cases of coronavirus disease (COVID-19) and 839 controls in Thailand. Cases were defined as asymptomatic contacts of COVID-19 patients who later tested positive for SARS-CoV-2; controls were asymptomatic contacts who never tested positive. Wearing masks all the time during contact was independently associated with lower risk for SARS-CoV-2 infection compared with not wearing masks; wearing a mask sometimes during contact did not lower infection risk. We found the type of mask worn was not independently associated with infection and that contacts who always wore masks were more likely to practice social distancing. Maintaining >1 m distance from a person with COVID-19, having close contact for <15 minutes, and frequent handwashing were independently associated with lower risk for infection. Our findings support consistent wearing of masks, handwashing, and social distancing to protect against COVID-19.