As the Covid-19 pandemic spread in 2020, the government of Bangladesh ordered a lockdown and promised a program of relief. Citizens complied at first, but soon returned to economic and social life; relief proved slow and uncertain, and citizens could not rely on government assistance. The government tacitly and then officially permitted the lockdown to end, despite a rising Covid-19 caseload. This article draws on theories about state capacity to make and enforce policy to understand why Bangladesh proved unable to sustain a lockdown deemed necessary to contain the pandemic in this densely populated, low income country. Drawing on original qualitative mobile phone-based research in six selected communities, this article examines how the state exercised its capacities for coercion, control over lower factions within political society, and sought to preserve and enhance its legitimacy. It concludes that despite a) the growth in the capacity of the Bangladeshi state in the past decade and b) strong political incentives to manage the pandemic without harm to economic wellbeing, the pressures to sustain legitimacy with the masses forced the state and its frontline actors to tolerate lockdown rule-breaking, conceding that the immediate livelihood needs of the poor masses overrode national public health concerns. Chronically unable to enforce its authority over local political elites, the state failed to ensure a fair and timely distribution of relief. The weakness of the Bangladeshi state contrasts with the strength of widely shared ‘moral economy’ views within society, which provided powerful ethical and political justification for citizens’ failures to comply with the lockdown, and for officials’ forbearance in its enforcement. The Covid-19 pandemic highlights both the importance of state capacity in managing novel shocks from within the global system, and the challenges in settings where weak states are embedded in strong societies.