Yes, Bet365 is safe to use. The sportsbook provides various levels of firewall and other protections and the sportsbook itself is regulated by each of the state gaming regulations Bet365 is legal in.
bet365 is legal in many European countries (including the UK, Germany, etc), the US (only in New Jersey, Colorado, Ohio, Virginia, Kentucky, and Iowa), Canada, a lot of Asian countries (Japan, Thailand, Singapore, etc.), and Brazil. Select a server in your home country and connect.
