Due to their pivotal role in orchestrating the immune response, HLA loci were recognized as candidates for genetic association studies related to the severity of COVID‐19. Since the findings on the effects of HLA alleles on the outcome of SARS‐CoV‐2 infection remain inconclusive, we aimed to elucidate the potential involvement of genetic variability within HLA loci in the molecular genetics of COVID‐19 by classifying the articles according to different disease severity/outcomes and by conducting a systematic review with meta‐analysis. Potentially eligible studies were identified by searching PubMed, Scopus and Web of Science literature databases. A total of 28 studies with 13,073 participants were included in qualitative synthesis, while the results of 19 studies with 10,551 SARS‐CoV‐2‐positive participants were pooled in the meta‐analysis. According to the results of quantitative data synthesis, association with COVID‐19 severity or with the lethal outcome was determined for the following alleles and allele families: HLA‐A*01, HLA‐A*03, HLA‐A*11, HLA‐A*23, HLA‐A*31, HLA‐A*68, HLA‐A*68:02, HLA‐B*07:02, HLA‐B*14, HLA‐B*15, HLA‐B*40:02, HLA‐B*51:01, HLA‐B*53, HLA‐B*54, HLA‐B*54:01, HLA‐C*04, HLA‐C*04:01, HLA‐C*06, HLA‐C*07:02, HLA‐DRB1*11, HLA‐DRB1*15, HLA‐DQB1*03 and HLA‐DQB1*06 (assuming either allelic or dominant genetic model). We conclude that alleles of HLA‐A, ‐B, ‐C, ‐DRB1 and ‐DQB1 loci may represent potential biomarkers of COVID‐19 severity and/or mortality, which needs to be confirmed in a larger set of studies.