An understanding of individual health response behaviour is important in managing the pandemic risk in the country. Given the un-emphasizable economic and social divide that exists in South Africa, it is critical to acknowledge and manage the health response of its residents within the different socioeconomic contexts that define the lived realities of individuals. The current policy paper therefore aims at assessing the socio-economic inequality in some of the major factors that drive individual health behaviour, viz, subjective risk perception, self-efficacy or the belief that good behaviour can yield desired health outcome, feasibility of adopting preventive measures as revealed by individual behaviour and lastly, the sources of information related to the pandemic. The study finds that there is significant income, education and age-related differences in the individual response to COVID-19. While there is significant increase in subjective risk perception between June and August 2020 across the board, the non-blacks have significantly higher subjective risk perception compared to the black African population. The optimism bias is observed to be more pronounced among the less affluent groups like black African, rural and young population groups. The use of facemasks has gained widespread popularity across socio-economic groups. It is however of concern that there is increasing complacency towards physical distancing especially among the low-income groups. The findings indicate the need for tailoring policies specific to the various socio-economic contexts in the country.