Since the outbreak of COVID-19, vaccination against the virus has been implemented and has progressed among various groups across all ethnicities, genders, and almost all ages in the United States. This study examines the impacts of socioeconomic status and political preference on COVID-19 vaccination in over 443 counties in the southwestern United States. Regression analysis was used to examine the association between a county’s vaccination rate and one’s personal income, employment status, education, race and ethnicity, age, occupation, residential area, and political preference. The results were as follows: First, counties with higher average personal income tend to have a higher vaccination rate (p < 0.001). Second, county-level vaccination is significantly associated with the percentage of Democrat votes (β = 0.242, p < 0.001). Third, race and ethnicity are vaccine-influencing factors. Counties with more Black residents have lower vaccine acceptance (β = −0.419, p < 0.001), while those where more Hispanics or Native Americans reside are more likely to accept vaccines for health protection (β = 0.202, p < 0.001; β = 0.057, p = 0.008, respectively). Lastly, pertaining to the age difference, seniors aged 65 and older show substantial support for vaccination, followed by the median age group (all p < 0.001).