The purpose of this study is to investigate risk perception among tourists who visited Jeju during the spread of COVID-19. We sought to determine whether there is an optimistic bias. We also explored if individual risk perception, involvement, and self-efficacy against COVID-19. influence the optimistic bias. The global tourism market has been hit hard by the spread of the COVID-19. Even though people have avoided travel in order to escape the risk of infection, there are also tourists who have engaged in travel. This study investigated the risk perception and optimistic bias of travel behavior with 294 tourists who traveled Jeju Island during the spread of COVID-19. Empirical studies have shown that tourists have optimistic bias about the risk of COVID-19. This phenomenon was significantly higher in women than in men, and in the 20’s ages than in over 60’s. As a result of regression analysis using risk perception, involvement, and self-efficacy, it was found that risk perception and self-efficacy influence optimistic bias. This study suggests that optimistic bias is the cause of the behavioral tendency that is different from tourism avoidance behavior that appears through risk perception regarding the risk of COVID-19. The results of this study could play an important role in understanding tourists' perceptions and behavioral intentions of tourism threats such as infectious diseases and natural disasters. Practically, it may be possible to provide basic data for establishing a marketing strategy that can limit tourism activities to tourism threats or, conversely, attract tourists.