Formulae are derived and implemented for the analytic calculation of first-order molecular properties at the level of explicitly-correlated second-order Møller-Plesset perturbation theory. In this theory, which is denoted as MP2-F12 theory, Slater-type geminals are used to expand the first-order wave function. A second-order perturbation theory correction for single excitations into a complementary auxliary basis set is also included. At the MP2-F12 level, it seems sufficient to restrict the analytic calculation of energy derivatives to the level of standard approximation A of MP2-F12 theory and to assume the extended Brillouin condition to hold. Smooth and rapid convergence towards the basis-set limit is observed for the dipole moments of a selection of small closed- and open-shell molecules when calculated at the RI-MP2-F12/2A*[T+V] + CABS singles level in augmented correlation-consistent polarized valence double-, triple-, and quadruple-zeta basis sets that have been optimized especially for use in MP2-F12 theory.