European countries struggled to fight against the second and the third waves of the COVID-19 pandemic, as the Test-Trace-Isolate (TTI) strategy widely adopted over the summer and early fall failed to effectively contain the spread of the disease. In this paper, we shed light on the effectiveness of such a strategy in two European countries (Spain and Italy) by analysing data from June to December 2020, collected via a large-scale online citizen survey with 95,251 answers in Spain and 43,393 answers in Italy. Through our analysis, we identify several weaknesses in each of the three pillars of the TTI strategy: testing, tracing and isolating. Moreover, we analyse the respondents’ self-reported behaviour before and after the mitigation strategies were deployed during the second wave of infections. We find that the changes in the participants’ behaviour were more pronounced in Italy than in Spain, whereas in both countries, respondents reported being very compliant with individual protection measures, such as wearing facial masks or frequently disinfecting their hands. Finally, we analyse the participants’ perceptions about their government’s measures and the safety of everyday activities and places regarding the risk of getting an infection. We find that the perceived risk is often gender- and age-dependent and not aligned with the risk level identified by the literature. This finding emphasises the importance of deploying public-health communication campaigns to debunk misconceptions about SARS-CoV-2. Overall, our work shows the value of online citizen surveys to quickly and cheaply collect large-scale data to support and evaluate policy decisions to contrast the spread of the disease.