Since the COVID-19 pandemic started, there has been increasing evidence suggesting that current gendered and racially biased structures put in place to deal with the crises lead women and BAME population to be disproportionately affected by the pandemic. Yet, there is less information on how different groups respond to the pandemic in terms of compliance with the measures implemented by the government, and the role that parenthood and employment play in explaining compliance for such groups. We take insights from the literature on policy preferences and compliance to argue that gender, ethnicity, parenthood and employment are associated with high levels of worry about the consequences of the pandemic, leading to variations in compliance with social distancing measures. We test our argument using data from an original nationally representative survey. Results indicate that women and BAME respondents present important challenges to manage anxiety, stress and worry but they manifest differently in their compliance with social distancing measures. We also find that parenthood and employment affect compliance but in an unexpected direction. Together, results indicate that compliance is not only a matter of individual choice but also a matter of structural and contextual factors.