Socioeconomic status (SES) has a large impact on the way individuals respond to environmental threats. However, less is known about how SES links to personal confidence in confronting COVID-19 and its underlying neural mechanisms. To this end, we assessed self-confidence in coping with pandemic on 606 participants during its peak in China from 21th, February, 2020 to 28th, February, 2020, who underwent magnetic resonance imaging (MRI) scanning before the outbreak from 17th, September, 2019 to 11th, January, 2020. We found that males, rather than females, showed heightened confidence levels as SES increased. Similarly, greater gray matter volumes (GMV) in the left hippocampus, which were identified as SES-related brain correlates using whole-brain voxel-based morphometry (VBM) method, predicted higher confidence level for males, whilst such association was not found among females. Moreover, an independent moderation analysis replicated the predictive role of GMV based on the pre-defined anatomical structure (i.e., left hippocampus). These findings suggested that relative to females, a less threat-biased evaluation style shaped by greater hippocampal volumes might account for the males’ adequate psychological resources for coping with the pandemic. Overall, evidence highlighted the importance to focus on specific populations like females, and people from lower SES in the era of pandemic.