We aimed to assess the settings and activities associated with SARS-CoV-2 infection in the context of B.1.617.2 (Delta) variant circulation in France, as well as the protection against symptomatic Delta infection. In this nationwide case-control study, cases were SARS-CoV-2 infected adults recruited between 23 May and 13 August 2021. Controls were non-infected adults from a national representative panel matched to cases by age, sex, region, population density and calendar week. Participants completed an online questionnaire and multivariable logistic regression analysis was used to determine the association between acute SARS-CoV-2 infection and recent activity-related exposures, past history of SARS-CoV-2 infection, and COVID-19 vaccination. We did not find any differences in the settings and activities associated with Delta versus non-Delta infections and grouped them for subsequent analyses. In multivariable analysis involving 12634 cases (8644 Delta and 3990 non-Delta) and 5560 controls, we found individuals under 40 years and attending bars (aOR:1.9; 95%CI:1.6-2.2) or parties (aOR:3.4; 95%CI:2.8-4.2) to be at increased risk of infection. In those aged 40 years and older, having children attend daycare (aOR:1.9; 95%CI:1.1-3.3), kindergarten (aOR:1.6; 95%CI:1.2-2.1), primary school (aOR:1.4; 95%CI:1.2-1.6) or middle school (aOR:1.3; 95%CI:1.2-1.6) were associated with increased risk of infection. We found strong protection against symptomatic Delta infection for those with prior infection whether it was recent (2-6 months) (95%; 95%CI:90-97) or associated with one dose (85%; 95%CI:78-90) or two doses of mRNA vaccine (96%; 95%CI:87-99). For those without past infection, protection was lower with two doses of mRNA vaccine (67%; 95%CI:63-71). In line with other observational studies, we find reduced vaccine effectiveness against symptomatic Delta infections. The settings and activities at increased risk of infection indicate where efforts to reinforce individual and public health measures need to be concentrated.