Vaccine hesitancy has been attributed to policy mistakes (e.g., poor communication), individual-level perceptions of risk (i.e., safety concerns about side-effects) and to structural factors, such as the politicization of public health in many countries. Institutional distrust has also been blamed for vaccine refusal, but few studies simultaneously control for possible psychological explanations such as the need for cognition, or general curiosity. A large cross-national dataset (N = 19,037) containing a behavioral measure of respondents’ interest in facts (whereby they choose whether to confront their opinions with fact-checks), as well as psychological batteries and information about respondents’ media consumption habits is used to identify the best predictors of refusal of the vaccine against COVID. Using logistic regression models with country fixed effects, followed by country-specific analyses, we assess the relative importance of a diverse set of predictors and show that conspiracism, which captures anti-systemic views and a belief that hidden forces influence political outcomes, and distrust in government are the most prognostic indicators of vaccine refusal. Dissatisfaction with democracy also predicts vaccine refusal. Models which account for conspiracism and evaluations of democracy and the national government also indicate that news consumption via social media is associated with vaccine refusal in a subset of countries.