OBJECTIVES: To investigate whether people who think they have had COVID-19 are less likely to report engaging with lockdown measures compared with those who think they have not had COVID-19. DESIGN: On-line cross-sectional survey. SETTING: Data were collected between 20th and 22nd April 2020. PARTICIPANTS: 6149 participants living in the UK aged 18 years or over. MAIN OUTCOME MEASURES: Perceived immunity to COVID-19, self-reported adherence to social distancing measures (going out for essential shopping, nonessential shopping, and meeting up with friends/family; total out-of-home activity), worry about COVID-19 and perceived risk of COVID-19 to oneself and people in the UK. Knowledge that cough and high temperature / fever are the main symptoms of COVID-19. We used logistic regression analyses and one-way ANOVAs to investigate associations between believing you had had COVID-19 and binary and continuous outcomes respectively. RESULTS: In this sample, 1493 people (24.3%) thought they had had COVID-19 but only 245 (4.0%) reported having received a positive test result. Reported test results were often incongruent with participants' belief that they had had COVID-19. People who believed that they had had COVID-19 were: more likely to agree that they had some immunity to COVID-19; less likely to report adhering to lockdown measures; less worried about COVID-19; and less likely to know that cough and high temperature / fever are two of the most common symptoms of COVID-19. CONCLUSIONS: At the time of data collection, the percentage of people in the UK who thought they had already had COVID-19 was about twice the estimated infection rate. Those who believed they had had COVID-19 were more likely to report leaving home. This may contribute to transmission of the virus. Clear communications to this growing group are needed to explain why protective measures continue to be important and to encourage sustained adherence.