By the end of spring (31 May), the COVID-19 death rate was remarkably unevenly distributed across the countries in Europe. While the risk of COVID-19 mortality is known to increase with age, age-specific COVID-19 death rates across Europe were similarly unevenly distributed. To explain these mortality distributions, we present a simple model where more favorable survival environments promote longevity and the accumulation of health frailty among the elderly while less favorable survival environments induce a mortality selection process that results in lower health frailty. Because the age-related conditions of frailty render the elderly less resistant to SARS-CoV-2, pre-existing survival environments may be non-obviously positively related to the COVID-19 death rate. To quantify the survival environment parameter of our model, we leveraged historic cohort- and period-based age-specific probabilities of death and life expectancies at age 65 across Europe. All variables are significantly correlated with indicators of frailty like elderly dependence on others for personal and household care for a subset of European countries. With respect to COVID-19 death rates, we find significant positive relationships between our survival indicators and COVID-19 death rates across Europe, a result that is robust to statistical control for the capacity of a healthcare system to treat and survive infected persons, the timing and stringency of non-pharmaceutical interventions, population density, age structure, case rates and the volume of inbound international travelers, among other factors. To address possible concerns over reporting heterogeneity across countries, we show that results are robust to the substitution of our response variable for a measure of cumulative excess mortality. Also consistent with the intuition of our model, we also show a strong negative association between age-specific COVID19 death rates and pre-existing all-cause age-specific mortality rates for a subset of European countries. Overall, results support the notion that variation in pre-existing frailty, resulting from heterogeneous survival environments, partially accounts for striking differences in COVID-19 death during the first wave of the pandemic.