Various strategies against COVID-19 have been adopted in different countries, with vaccination and mask-wearing being widely used as self-preventive interventions. However, the underlying structure of these behaviors and related factors remain unclear. In this study, we aimed to explore the network structure of preventive behaviors during the COVID-19 pandemic and their underlying factors, incorporating age and sex in the network. We used a multi-center sample of 20,863 adults who were vaccinated against COVID-19 in China between April 1, 2021, and June 1, 2021. Networks were estimated using unregularized partial correlation models. We also estimated the accuracy and stability of the network. The preventive behaviors related to network factors revealed that self-initiated vaccination was more connected with cognition factors, and mask-wearing was more connected with personal profiles. The two clusters were linked through information-seeking and political beliefs. Moreover, self-initiated vaccination was negatively connected with vaccine hesitancy and concerns about COVID-19 vaccines and positively connected with trust in the vaccines, pandemic-related altruism, political beliefs, and being married. Mask-wearing was negatively connected with being a professional/white collar worker and higher education level and positively connected with regular physical examination, self-rated health, migration, being married, and better family relationships. Incorporation of age and sex into the network revealed relevant associations between age and mask-wearing and age and self-initiated vaccination. The network was highly accurately estimated. The subset bootstrap showed that the order of node strength centrality, betweenness, and closeness were all stable. The correlation stability coefficient (CS-coefficient) also showed the stability of this estimate, with 0.75 for node strength, 0.75 for betweenness, and 0.67 for closeness. The internal structures of vaccination and mask-wearing behaviors were quite different, the latter of which were mainly affected by socioeconomic status and health-related behaviors and the former by knowledge about vaccines and political beliefs. Information-seeking and family relationships were the bridge factors connecting these two self-preventive behavior clusters, suggesting the direction of future efforts.