During public health crises and other emergencies, governments send messages to help residentsdecide how to react. When and what kind of messages are effective? This study documents thatgovernment messaging has the largest impact when risk is least salient to individuals. In an onlineexperiment, we test the interactive effects of displaying state COVID-19 statistics and governmentmessages (e.g., recommendations on mask-wearing) on Americans’ valuation for masks at a time when messaging about the appropriate mitigating actions was very much in flux. Our findings suggest that sending an action-oriented message early is crucial for effective government messaging.