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The COVID-19 pandemic has been characterized by a social media "infodemic": an overabundance of information whose authenticity may not always be guaranteed. With the potential to lead individuals to harmful decisions for the society, this infodemic represents a severe threat to information security, public health and democracy. In this paper, we assess the interplay between the infodemic and specific aspects of the pandemic, such as the number of cases, the strictness of containment measures, and the news media coverage. We perform a comparative study on three countries that employed different managements of the COVID-19 pandemic in 2020—namely Italy, the United Kingdom, and New Zealand. We first analyze the three countries from an epidemiological perspective to characterize the impact of the pandemic and the strictness of the restrictions adopted. Then, we collect a total of 6 million posts from Facebook to describe user news consumption behaviors with respect to the reliability of such posts. Finally, we quantify the relationship between the number of posts published in each of the three countries and the number of confirmed cases, the strictness of the restrictions adopted, and the online news media coverage about the pandemic. Our results show that posts referring to reliable sources are consistently predominant in the news circulation, and that users engage more with reliable posts rather than with posts referring to questionable sources. Furthermore, our modelling results suggest that factors related to the epidemiological and informational ecosystems can serve as proxies to assess the evolution of the infodemic. [ABSTRACT FROM AUTHOR]