The ongoing outbreak of COVID-19 challenges the health systems and epidemiological responses of all countries worldwide. Although preventive measures have been globally considered, the spatial heterogeneity of its effectiveness is evident, underscoring global health inequalities. Using Bayesian-based Markov chain Monte Carlo simulations, we identify the spatial association of socioeconomic factors and the risk for dying from COVID-19 in Colombia. We confirm that from March 16 to October 04, 2020, the COVID-19 case-fatality rate and the multidimensional poverty index have a heterogeneous spatial distribution. Spatial analysis reveals that the risk of dying from COVID-19 increases in regions with a higher proportion of poor people with dwelling (RR 1.74 95%CI = 1.54-9.75), educational (RR 1.69 95%CI = 1.36-5.94), childhood/youth (RR 1.35 95%CI = 1.08-4.03), and health (RR 1.16 95%CI = 1.06-2.04) deprivations. These findings evidence the vulnerability of most disadvantaged members of society to dying in a pandemic and assist the spatial planning of preventive strategies focused on vulnerable communities.