Background Previous studies have documented the impact of domain-specific leadership behaviors on targeted health outcomes in employees. The goal of the present study was to determine the association between specific leadership behaviors addressing COVID-19 and US soldiers’ mental health and adherence to COVID-19 public health guidelines. Methods An electronic, anonymous survey was administered to US Army soldiers across three major commands (N = 7,829) from December 2020 to January 2021. The primary predictor of interest was soldiers’ ratings of their immediate supervisors’ behaviors related to COVID-19. The outcomes were soldiers’ mental health (i.e., depression and generalized anxiety) and adherence to COVID-19 public health guidelines. Covariates were rank, gender, ratings of immediate supervisors’ general leadership, level of COVID-19 concerns, and COVID-19 status (e.g., tested positive, became seriously ill). Logistic regressions were used to model the unique association of COVID-19 leadership behaviors with outcomes after adjusting for covariates. Results High levels of COVID-19 leadership behaviors were associated with lesser likelihood of soldiers’ screening positive for depression (AOR = 0.46; 95% CI [0.39, 0.54]) and anxiety (AOR = 0.54; 95% CI [0.45, 0.64]), and greater likelihood of frequent adherence to preventive health guidelines (AORs = 1.58; 95% CI [1.39, 1.80] to 2.50; 95% CI [2.01, 3.11]). Conclusion Higher levels of COVID-19 leadership behaviors may support soldiers’ mental health and encourage their adherence to COVID-19 public health guidelines. Given the link between these leader behaviors and soldier adaptation to the pandemic over and above general leadership, training for supervisors should focus on targeting specific health-promoting behaviors. Results can inform leader training for the military and other high-risk occupations.