This paper analyses how pre-pandemic levels of inequality across US counties have shaped the impact of the COVID-19 pandemic on the incidence of protests. The results from difference-in-differences and instrumental variable models using high-frequency weekly data show that more stringent measures to contain the pandemic increased the incidence of protests, but only in US counties with high levels of inequality before the start of the pandemic where grievances may have been initially stronger. The impact of government responses to COVID-19 on protests is largely explained by adverse changes in economic conditions in counties with the highest levels of pre-pandemic inequality. Policy stringency measures were also associated with more protests in the most unequal counties which voted for the Republican party in the 2016 elections and exhibited, at the start of the pandemic, lower levels of trust in the president and lower satisfaction with democracy.