Background We examined whether the greater severity of coronavirus disease MESHD 2019 (COVID-19) amongst men and non-White ethnicities is explained by cardiometabolic, socio-economic, or behavioural factors. Methods We studied 4,510 UK Biobank participants tested for COVID-19 (positive, n=1,326). Multivariate logistic regression models including age TRANS, sex, and ethnicity were used to test whether addition of: 1)cardiometabolic factors (diabetes, hypertension MESHD hypertension HP, high cholesterol, prior myocardial infarction MESHD myocardial infarction HP, smoking, BMI); 2)25(OH)-vitamin D; 3)poor diet; 4)Townsend deprivation score; 5)housing (home type, overcrowding); or 6)behavioural factors (sociability, risk taking HP) attenuated sex/ethnicity associations with COVID-19 status. Results There was over-representation of men and non-White ethnicities in the COVID-19 positive group. Non-Whites had, on average, poorer cardiometabolic profile, lower 25(OH)-vitamin D, greater material deprivation, and were more likely to live in larger households and flats/apartments. Male TRANS sex, non-White ethnicity, higher BMI, Townsend deprivation score, and household overcrowding were independently associated with significantly greater odds of COVID-19. The pattern of association was consistent for men and women; cardiometabolic, socio-demographic and behavioural factors did not attenuate sex/ethnicity associations. Conclusions Sex and ethnicity differential pattern of COVID-19 is not adequately explained by variations in cardiometabolic factors, 25(OH)-vitamin D levels, or socio-economic factors. Investigation of alternative biological pathways and different genetic susceptibilities is warranted.