Health literacy (HL) is critical to find, understand and use health information for adopting appropriate health behavior, especially during a pandemic crisis in which people can be exposed to an overwhelming amount of information from different media. To this end, we conducted an online study to first validate the measure of COronaVIrus Disease appeared in 2019 (COVID-19) health literacy (CoHL) and then investigated its relationships with locus of control (LoC), news information search and the adoption of protective behaviors (PBs) during the first lockdown in France. We first showed the good structural and psychometric qualities of the CoHL scale on a 3-dimensional structure: the Critical dimension, the Extraction/Communicative and the Application/Communicative dimension. We then found that CoHL was associated with the adoption of PBs suggesting that people with higher CoHL tended to adopt more PBs during the first lockdown, regardless of their LoC. However, people with low CoHL would be more likely to adopt PBs if they believe that they may get COVID-19 due to the behavior and health conditions of others (high external LoC). The study has implications for the design of public health campaigns for people with inadequate HL and with a different LoC.