This paper aims to investigate the existence of herding behavior among individual investors in two economic crises, including the 2008 financial crisis and the recent COVID-19 pandemic. The study puts inclusive focus on the United States stock market in the period 2007 – 2020. While both events brought tremendous impact onto global economy, both have distinctive nature and timelines, which might incur different market-wide reactions during respective market crash. The cross-sectional absolute deviation method was employed to measure the degree of herding using a dataset of daily stock and market returns. Several sub-periods were considered, including anticipation period before each crisis, panic period at the beginning, and adjustment period after the worst time pass. The result indicates that while herding is not detected during the whole period of each crisis, evidence is found in anticipation period as reflected by all three portfolios (NYSE & NASDAQ, S&P500, Dow Jones). The conclusion remains unchanged if considered at industry level, with Consumer Staples and Financials holding constant and significant evidence from both crises. Meanwhile, to reflect the difference between the two events, Real Estate displays imitating behavior during the 2008 financial crises while Health Care shows evidence only at panic period in the COVID-19 global pandemic.