Understanding urban socioeconomic conditions through visual data is a challenging yet essential task for sustainable urban development and policy planning. In this work, we introduce \textit{CityLens}, a comprehensive benchmark designed to evaluate the capabilities of Large Vision-Language Models (LVLMs) in predicting socioeconomic indicators from satellite and street view imagery. We construct a multi-modal dataset covering a total of 17 globally distributed cities, spanning 6 key domains: economy, education, crime, transport, health, and environment, reflecting the multifaceted nature of urban life. Based on this dataset, we define 11 prediction tasks and utilize 3 evaluation paradigms: Direct Metric Prediction, Normalized Metric Estimation, and Feature-Based Regression. We benchmark 17 state-of-the-art LVLMs across these tasks. These make CityLens the most extensive socioeconomic benchmark to date in terms of geographic coverage, indicator diversity, and model scale. Our results reveal that while LVLMs demonstrate promising perceptual and reasoning capabilities, they still exhibit limitations in predicting urban socioeconomic indicators. CityLens provides a unified framework for diagnosing these limitations and guiding future efforts in using LVLMs to understand and predict urban socioeconomic patterns. The code and data are available at https://github.com/tsinghua-fib-lab/CityLens.