BACKGROUND: Sun protection messages in the United States emphasize sunscreen use, although its efficacy in skin cancer prevention remains controversial. METHODS: We used data from NHANES 2003-2006, restricted to adult whites (n = 3,052) to evaluate how Americans protect themselves from the sun. Participants completed questionnaires on the frequency with which they used sunscreen, wore a hat, long sleeves, or stayed in the shade, in addition to the number of sunburns in the past year. RESULTS: Although using sunscreen is the most common sun protective behavior (30%), frequent sunscreen use was not associated with fewer sunburns. However, the odds of multiple sunburns were significantly lower in individuals who frequently avoided the sun by seeking shade (OR = 0.70, p < 0.001) or wearing long sleeves (OR = 0.73, p = 0.01). CONCLUSIONS: Our findings suggest that shade and protective clothing may be more effective than sunscreen, as typically used by Americans.