It has been hypothesized that air pollution can increase an individual's susceptibility to COVID-19. Our study sought to investigate if short-term exposure to a high average level of Air Quality Index (AQI), ozone (O-3), particulate matter (PM2.5, PM10), sulfur dioxide (SO2), carbon monoxide (CO), and nitrogen dioxide (NO2) are risk factors for death from COVID-19. We conducted an unmatched case-control study to compare the risk of mortality among reported COVID-19 cases within metropolitan statistical areas in Indiana from March 31, 2020, to December 31, 2020 (N = 53,459). Air pollution concentration data at the county level were retrieved from the U.S. Environmental Protection Agency. Pollutant concentrations for the 90 days before disease development were averaged. Data were analyzed using stepwise logistic regression accounting for median air temperature, race, ethnicity, and preexisting conditions as confounders. At the population level, individuals who were exposed to a greater average of PM2.5 in the 90 days before the development of COVID-19 had an increased risk of death: OR = 2.16, 95% confidence interval (CI) [1.12, 18.57]. Individuals with chronic lung disease had an increased risk of death in relation to PM10: OR = 2.72, 95% CI [1.15, 6.43]. Short-term exposure to particulate matter may serve as a risk factor for COVID-19 mortality.