The Italian Government has decreed a series of progressive restrictions to delay the COVID-19 pandemic diffusion in Italy since March 10, 2020, including limitation in individual mobility and the closure of social, cultural, economic and industrial activities. Here we show the lockdown effect in Northern Italy, the COVID-19 most affected area, as revealed by noise variation at seismic stations. The reaction to lockdown was slow and not homogeneous with spots of negligible noise reduction, especially in the first week. A fresh interpretation of seismic noise variations in terms of socio-economic indicators sheds new light on the lockdown efficacy pointing to the causes of such delay: the noise reduction is significant where non strategic activities prevails, while it is small or negligible where dense population and strategic activities are present. These results are crucial for the a posteriori interpretation of the pandemic diffusion and the efficacy of differently targeted political actions.