The extent to which citizens comply with newly-enacted public health measures such as social distancing or lockdowns strongly affects the propagation of the virus and the number of deaths from COVID-19. It is however very difficult to identify non-compliance through survey research because claiming to follow the rules is socially desirable. Using three survey experiments, we examine the efficacy of different “face-saving” questions that aim to reduce social desirability in the measurement of compliance with public health measures. Our treatments soften the social norm of compliance by way of a short preamble in combination with a guilty-free answer choice making it easier for respondents to admit non-compliance. We find that self-reported non-compliance increases by up to 11 percentage points when making use of a face-saving question. Considering the current context and the importance of measuring non-compliance, we argue that researchers around the world should adopt our most efficient face-saving question.