Do citizen perceptions of local state capacity shape evaluations of the national government in a crisis and public compliance with emergency rules? Recent social scientific research on COVID-19 draws on work conducted in rich countries to suggest a number of factors driving government actions, societal behavior, and health outcomes in response to the pandemic. In Latin America, where political parties are weak and poverty more rampant, other more basic factors likely matter more. Perhaps most importantly, in countries across the region state capacity tends to be weaker or more fragmented than in rich countries. We argue that subjective perceptions of state capacity, based on how citizens view the effectiveness of local services, strongly shape how they evaluate the national government’s response to COVID-19. We leverage an online survey across two Mexican states, including an embedded framing experiment, to support this argument. Our finding suggest that governments that need to rapidly build public confidence in policy responses when they need it the most—during the onset of a major crisis—should be concerned about the persistence of pockets of weak state capacity at the local level and its effects on citizens’ view of the national government.