Before vaccines became commonly available, compliance with nonpharmaceutical only preventive measures offered protection against COVID-19 infection. Compliance is therefore expected to have physical health implications for the individual and others. Moreover, in the context of the highly contagious coronavirus, perceived noncompliance can increase the subjective risk assessment of contracting the virus and, as a result, increase psychological distress. However, the implications of (public) noncompliance on the psychological health of others have not been sufficiently explored in the literature. Examining this is of utmost importance in light of the pandemic's elevated prevalence of depressive symptoms across countries. Using nationally representative data from South Africa, we explore the relationship between depressive symptoms and perceived noncompliance. We examine this relationship using a double machine learning approach while controlling for observable selection. Our result shows that the perception that neighbors are noncompliant is correlated with self-reported depressive symptoms. Therefore, in the context of a highly infectious virus, noncompliance has detrimental effects on the wellbeing of others.