Businesses are gradually reopening as lockdown measures for the coronavirus disease 2019 (COVID-19) pandemic are being relieved in many places across the globe. It is challenging but imperative for businesses to manage the risk of infection in the workplace and reopen safely. Drawing on risky decision-making theory and the job demands-resource model of workplace safety, we examined the influences of employees' COVID-19 risk perception on their safety performance at work. On the one hand, COVID-19 risk perception motivates employees to perform safely; on the other hand, COVID-19 risk perception could also undermine safety performance through triggering anxiety. In an effort to find ways that alleviate the negative implications of risk perception, we also tested a cross-level interaction model where the risk perception-anxiety relation is weakened with a favorable team safety climate as well as low abusive supervision. Our data were collected from car dealership employees located in China in March 2020, when businesses just started to reopen in locations where these data were collected. Results showed that COVID-19 risk perception was positively related to anxiety, which in turn undermined safety performance. This negative effect canceled out the direct positive effects of COVID-19 risk perception on safety performance. In addition, cross-level interaction results showed that the buffering effect of team safety climate on the risk perception-anxiety relation was diminished with an abusive supervisor. Our findings provide valuable and timely implications on risk management and workplace safety during a public health crisis such as the COVID-19 pandemic.