Since December 29, 2019, the world has been suffering from a serious pandemic disease, the COVID-19. Given its universal availability, social media platforms, such as Weibo, provides the public with frequently updated health information to support the virus containment work. The health information posted by the health authorities (government, hospital, and medical experts) is expected to urge individuals to take protective actions. To investigate whether there is a significant impact of media coverage on protective behaviors and further on pandemic transmission, we collect a panel dataset to conduct an empirical analysis. Our preliminary results show that the volume of all media coverage has a significant containment effect on pandemic transmission. In particular, verified publishers have greater containment effect than unverified publishers. In the future, we will use instrument variables or matching methods to examine the causal effects.