Vulnerability to adversarial attacks is one of the principal hurdles to the adoption of deep learning in safety-critical applications. Despite significant efforts, both practical and theoretical, training deep learning models robust to adversarial attacks is still an open problem. In this article, we analyse the geometry of adversarial attacks in the over-parameterized limit for Bayesian neural networks (BNNs). We show that, in the limit, vulnerability to gradient-based attacks arises as a result of degeneracy in the data distribution, i.e., when the data lie on a lower dimensional submanifold of the ambient space. As a direct consequence, we demonstrate that in this limit, BNN posteriors are robust to gradient-based adversarial attacks. Crucially, by relying on the convergence of infinitely-wide BNNs to Gaussian processes (GPs), we prove that, under certain relatively mild assumptions, the expected gradient of the loss with respect to the BNN posterior distribution is vanishing, even when each NN sampled from the BNN posterior does not have vanishing gradients. The experimental results on the MNIST, Fashion MNIST, and a synthetic dataset with BNNs trained with Hamiltonian Monte Carlo and variational inference support this line of arguments, empirically showing that BNNs can display both high accuracy on clean data and robustness to both gradient-based and gradient-free adversarial attacks.