OBJECTIVE: We examined the association between stay-at-home order implementation and the incidence of COVID-19 infections and deaths in rural versus urban counties of the United States. DESIGN: We used an interrupted time-series analysis using a mixed effects zero-inflated Poisson model with random intercept by county and standardised by population to examine the associations between stay-at-home orders and county-level counts of daily new COVID-19 cases and deaths in rural versus urban counties between 22 January 2020 and 10 June 2020. We secondarily examined the association between stay-at-home orders and mobility in rural versus urban counties using Google Community Mobility Reports. INTERVENTIONS: Issuance of stay-at-home orders. PRIMARY AND SECONDARY OUTCOME MEASURES: Co-primary outcomes were COVID-19 daily incidence of cases (14-day lagged) and mortality (26-day lagged). Secondary outcome was mobility. RESULTS: Stay-at-home orders were implemented later (median 30 March 2020 vs 28 March 2020) and were shorter in duration (median 35 vs 54 days) in rural compared with urban counties. Indoor mobility was, on average, 2.6%-6.9% higher in rural than urban counties both during and after stay-at-home orders. Compared with the baseline (pre-stay-at-home) period, the number of new COVID-19 cases increased under stay-at-home by incidence risk ratio (IRR) 1.60 (95% CI, 1.57 to 1.64) in rural and 1.36 (95% CI, 1.30 to 1.42) in urban counties, while the number of new COVID-19 deaths increased by IRR 14.21 (95% CI, 11.02 to 18.34) in rural and IRR 2.93 in urban counties (95% CI, 1.82 to 4.73). For each day under stay-at-home orders, the number of new cases changed by a factor of 0.982 (95% CI, 0.981 to 0.982) in rural and 0.952 (95% CI, 0.951 to 0.953) in urban counties compared with prior to stay-at-home, while number of new deaths changed by a factor of 0.977 (95% CI, 0.976 to 0.977) in rural counties and 0.935 (95% CI, 0.933 to 0.936) in urban counties. Each day after stay-at-home orders expired, the number of new cases changed by a factor of 0.995 (95% CI, 0.994 to 0.995) in rural and 0.997 (95% CI, 0.995 to 0.999) in urban counties compared with prior to stay-at-home, while number of new deaths changed by a factor of 0.969 (95% CI, 0.968 to 0.970) in rural counties and 0.928 (95% CI, 0.926 to 0.929) in urban counties. CONCLUSION: Stay-at-home orders decreased mobility, slowed the spread of COVID-19 and mitigated COVID-19 mortality, but did so less effectively in rural than in urban counties. This necessitates a critical re-evaluation of how stay-at-home orders are designed, communicated and implemented in rural areas.