It has been hypothesized that bacille Calmette-Guerin (BCG), the anti-tuberculosis vaccine, can be protective against Covid-19. Using data of performed swabs and RT-PCR results for SARS-CoV-2 in the Reggio Emilia province (Emilia-Romagna Region, Northern Italy) from March 6th to March 26th, 2020, we computed age, gender, and place of birth (Italy or abroad) specific risk of being tested, prevalence of positive tests, and probability of testing positive given that a swab has been taken during the epidemic peak. We report that immigrants resident in Reggio Emilia province, mostly coming from Countries with high BCG vaccination coverage, and Italians had a similar prevalence of infection (odds ratio - OR 0.99; 95%CI 0.82-1.20) and similar probability of being tested (OR 0.93; 95%CI 0.81-1.10). Our data do not support the hypothesis that immigrants from Countries where BCG vaccination is recommended have a lower risk of Covid-19 infection.