The impacts of COVID-19 are not evenly distributed in society. Understanding demographic and occupational differences in personal experiences and information seeking and how these shape perceptions of COVID-19 related risk may help to improve the effectiveness of public health strategies in the future. We surveyed a nationally representative sample of 496 participants during the first UK lockdown, in May 2020. We recorded data to assess people’s experiences of the pandemic, examining how they varied with demographic factors such as age, gender, occupational status, and key worker status. We also recorded data on COVID-19 related information seeking, and how experiences and information seeking behaviours were related to perceptions of COVID-19 related risk. We found that key workers reported greater exposure to COVID-19 and more extensive experience of the virus within their social circles. Those key workers who perceived their personal protective equipment to be more effective felt that the virus was less of a threat to their lives. Trust in COVID-19 information was highest in information from the UK Government and NHS, and lowest in information from social media. We also found that men reported lower levels of perceived threat to life from the virus than women – a difference that mirrors the gender difference in occupational risk within our sample. Among those in employment, lower occupational class was also associated with higher levels of perceived risk of infection and perceived threat to life. Key workers who feel that they are insufficiently protected by their PPE experience increased levels of perceived threat, which may lead to negative health behaviours. This highlights the need for employers to ensure that key workers feel they are adequately protected from COVID-19. Our findings highlight some of the inequalities in the distribution of risk across society and discuss demographic differences in perceptions of risk.