The analytic calculation of first-order properties has been implemented in the DALTON program at the level of explicitly correlated second-order Moller-Plesset perturbation theory (MP2-R12). The implementation has been accomplished for MP2-R12 theory based on standard approximations A, A', and B, using an auxiliary basis for the resolution-of-the-identity approximation, with and without a frozen core. MP2-R12 first-order molecular properties have been calculated analytically for a few small test molecules. For BH and HF, the MP2-R12 results were supplemented with explicitly correlated coupled-cluster calculations (but at this level from numerical derivatives) including vibrational and relativistic corrections.