Background Immigrants and ethnic/racialized minorities have been identified as being at higher risk of coronavirus disease-19 (COVID-19) infection, but few studies report on their exposures and prevention behaviours. This study aims to examine the social distribution of COVID-19 exposure (overcrowding, working outside the home, use of public transport to go to work) and prevention behaviours (use of face masks, washing hands, respect for physical distance) in France during the first wave of the epidemic. Methods We used the EpiCov population-based survey from a random sample of individuals aged 15 years or more. We determined the distribution of the self-reported outcomes according to migratory status and sex, using χ2 tests. We modelled the probability of outcomes with logistic regression. Finally, we focused the analysis on the Greater Paris area and accounted for neighbourhood characteristics. Results A total of 111 824 participants were included in the study. Overall, immigrant groups from non-European countries were more exposed to COVID-19-related factors and more respectful of prevention measures. The probability of overcrowding and the use of public transport was higher for immigrants from sub-Saharan Africa [adjusted odds ratio (aOR) = 3.71 (3.19; 4.32), aOR = 6.36 (4.86; 8.32)] than for the majority population. Immigrant groups were less likely to have a non-systematic use of face masks and to breach physical distancing than the majority population [for immigrants from sub-Saharan Africa, aOR = 0.32 (0.28; 0.37) and aOR = 0.71 (0.61; 0.81), respectively]. Living in a neighbourhood with a higher share of immigrants was associated with higher exposure and better prevention behaviours. Conclusions In France, immigrants had a higher exposure to COVID-19-related factors and more systematic prevention behaviours.