Background. This study examines the influence of contextual factors on the initial phases of the COVID-19 outbreak across U.S. counties. Methods. Contextual factors are simultaneously tested at the county- and state-level with a multilevel linear model using full maximum likelihood. Results. The variation between states is substantial and significant (ICC = 0.243, u0 = 4.50E-04, p < 0.001). At the state-level, the cultural value of collectivism is positively associated with the outbreak rate. At the county-level, the racial and ethnic composition contributes to outbreak differences, affecting Black/African and Asian Americans most. Counties with a higher median age have a stronger outbreak, as do counties with more people below the age of 18. Higher income, education, and personal health are generally associated with a lower outbreak. Obesity is negatively related to the outbreak, in agreement with the value expectancy concepts of the health belief model. Smoking is also negatively related, but only directionally informative. Air pollution is another significant contributor to the outbreak, but population density does not give statistical significance. Conclusions. Because of a high variation in contextual factors, policy makers need to target pandemic responses to the smallest subdivision possible, so that countermeasures can be implemented effectively.