The COVID-19/SARS-CoV-2 pandemic struck health, social and economic systems worldwide, and represents an open challenge for scientists —coping with the high inter-individual variability of COVID-19, and for policy makers —coping with the responsibility to understand environmental factors affecting its severity across different geographical areas. Air pollution has been warned of as a modifiable factor contributing to differential SARS-CoV-2 spread but the biological mechanisms underlying the phenomenon are still unknown. Air quality and COVID-19 epidemiological data from 110 Italian provinces were studied by correlation analysis, to evaluate the association between particulate matter (PM) 2.5 concentrations and incidence, mortality rate and case fatality risk of COVID-19 in the period 20 February–31 March 2020. Bioinformatic analysis of the DNA sequence encoding the SARS-CoV-2 cell receptor angiotensin-converting enzyme 2 (ACE-2) was performed to identify consensus motifs for transcription factors mediating cellular response to pollutant insult. Positive correlations between PM 2.5 levels and the incidence (r = 0.67, p < 0.0001), the mortality rate (r = 0.65, p < 0.0001) and the case fatality rate (r = 0.7, p < 0.0001) of COVID-19 were found. The bioinformatic analysis of the ACE-2 gene identified nine putative consensus motifs for the aryl hydrocarbon receptor (AHR). Our results confirm the supposed link between air pollution and the rate and outcome of SARS-CoV-2 infection and support the hypothesis that pollution-induced over-expression of ACE-2 on human airways may favor SARS-CoV-2 infectivity.