This research explores the relationship between COVID-19 and social vulnerability on an intra-urban scale. For this, two composite indicators of social vulnerability have been constructed. The composite indicator constructed by the Benefit-of-the-Doubt considers spatial heterogeneity. It weakly captures the conceptually most significant individual indicator of social vulnerability (
R
=-0.39), as it overestimates the above-average performance sub-indicators. The composite indicator constructed by the Principal Component Analysis considers that the sub-indicators have the same weights in different census tracts, resulting in a highly consistent composite indicator as a multidimensional phenomenon concept (
R
=-0.93). These findings allow reaching four conclusions. First, the direction and strength of correlations associated with COVID-19 are sensitive to the method employed to construct the composite indicator and not just the geographic scale and space. Second, Medium and High social vulnerability census tracts concentrate 97% of the population but only 93% of COVID-19 cases and deaths. Third, people living in census tracts of None and Low social vulnerability are 3.87 and 2.13 times more likely to be infected or die from COVID-19. Fourth, policies to combat COVID-19 in the study area should prioritize older populations regardless of their social conditions.