This study aimed to analyze the influence of ethnicity and other demographic and social factors on urban slum dwellers' threat appraisal, awareness, and protective practices against COVID-19. It was conducted via 20 semi-structured interviews and 453 questionnaires for different ethnic groups from Thailand, Myanmar, Laos, and Cambodia in the slum communities of Khlong Toei, Bangkok-the largest slum in Thailand. A phenomenological approach was used to analyze the semi-structured interviews to understand dwellers' lived experiences and behaviors regarding COVID-19. The questionnaire data were analyzed using descriptive statistics and a multiple regression model. The main findings in this study were that age (elderly people), gender (female), ethnicity (foreign ethnic groups), and type of residential occupancy (living in unoccupied spaces, under tollways, and by railroads) were significant risk factors for vulnerability to COVID-19. Type of residential occupancy and occupation (daily wage workers) were risk factors for severity of COVID-19. Higher education and female gender were factors influencing COVID-19 awareness in all ethnic groups; women tended to practice COVID-19 protection guidelines better than men. Foreign ethnic groups and daily wage workers also performed better in COVID-19 protection practices than other groups. This study appeals for urgent intervention and special assistance from development organizations, the government, and society to ensure slum communities' access to clean water, sanitation, and health care, using dwellers' sociodemographic characteristics and ethnicity to help enhance their threat appraisal capacity and coping strategies with regard to the pandemic.