In this paper, we examine whether pre-existing socio-economic inequalities relate to inequalities in vulnerability to COVID-19 infection in the context of South Africa using the 2016 Community Survey, which allows for a detailed geographical disaggregation of the analysis. For this purpose, we use a set of indicators of a household's vulnerability to COVID-19 infection and then aggregate these into an index of COVID-19 vulnerability. We use these indicators and their aggregate indices to profile COVID-19 vulnerability at the national, provincial and municipal levels as well providing an urban/rural breakdown. We find that pre-existing socio-economic inequalities are related to inequalities in vulnerability to COVID-19 infection. Poorer households are more vulnerable to infection due to their living conditions. While close to 30% of the population in the poorest two wealth quintiles may be considered vulnerable to the virus due to multiple vulnerability factors, the corresponding figure for the richest two wealth quintiles is less than 2%. There are also stark spatial inequalities in COVID-19 vulnerability. This has implications for budget allocations in response to the COVID-19 pandemic, especially as some of the government relief funding has been and will be apportioned according to municipal need.