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In the absence of vaccines, the most widespread reaction to curb the COVID-19 pandemic worldwide was the implementation of lockdowns or stay-at-home policies. Despite the reported usefulness of such policies, their efficiency was highly constrained by socioeconomic factors determining their feasibility and their associated outcome in terms of mobility reduction and the subsequent limitation of social activity. Here we investigate the impact of lockdown policies on the mobility patterns of different socioeconomic classes in the three major cities of Colombia during the first wave of the COVID-19 pandemic. In global terms, we find a consistent positive correlation between the reduction in mobility levels and the socioeconomic stratum of the population in the three cities, implying that those with lower incomes were less capable of adopting the aforementioned policies. Our analysis also suggests a strong restructuring of the mobility network of lowest socioeconomic strata during COVID-19 lockdown, increasing their endogenous mixing while hampering their connections with wealthiest areas due to a sharp reduction in long-distance trips.