This paper presents the dataset of a survey on workplace health and safety training, employees' risk perceptions, behavioral safety compliance, and perceived job insecurity in Vietnam during COVID-19 pandemic. The data were collected through an online questionnaire completed by Vietnamese full-time employees between April and June 2020. Using E-mail, LinkedIn, and Facebook, the online questionnaire was sent to respondents who filled it out voluntarily. A two-wave survey was conducted in order to lessen the common method bias. Totally, we received complete matched data for 732 full-time employees. All data were processed through SPSS 22.0, AMOS 23.0 and Smart PLS 3.0. Besides descriptive statistics, the results of the explanatory factor analysis and the confirmation factor analysis were included in this paper, which may serve as a good reference for future studies., Competing Interests: The research team did not receive financial support from any institutions. The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper., (© 2020 The Authors. Published by Elsevier Inc.)