Background: Severe acute respiratory syndrome coronavirus type 2 (SARS-CoV-2) entails health-related risks for all humans, especially for vulnerable people. People at the age of 50 or older, smokers and people with obesity and comorbidities are at higher risk for a severe coronavirus disease 2019 (COVID-19) course. For this population group in particular, there is an increased need for protection. The extent to which protective behavior differs between individuals with high and low health vulnerability has been little studied so far. Methods: An online cross-sectional study was conducted including a convenience sample of 210 individuals aged 18 years and older living in Germany. In addition to infection protection measures, information seeking behavior and COVID-19-related health literacy were assessed. Univariate, bivariate, and multivariate analyses were performed, with a significance level of p < 0.05 for all analyses. Results: Across all ages and levels of education, respondents showed a high level of compliance with infection protection measures (84%). While wearing a mask (96%) and avoiding travelling and shaking hands (95%) were used most frequently, touching one’s face with unwashed hands were reported by 47%. People aged under 30 years (35%) as well as those with limited health literacy (28%) showed significantly lower levels of protective behaviors in bivariate and multivariate analyses. However, stratified by the number of health vulnerabilities no differences in preventive protective behavior could be found. Conclusion: A high level of use of preventive protective measures was identified among respondents in this study. In univariate, bivariate and multivariate analyses, health-related vulnerabilities are not associated with higher levels of protective behavior. Especially people with limited COVID-19-related health literacy show deficits in protective behaviors. There is a special need of target-group-specific information.