Background: The COVID-19 pandemic has been characterized by wide variations in mortality across nations. Some of this variability may be explained by medical comorbidities such as obesity and depression, both of which are strongly correlated with dietary practices such as levels of sugar and seafood consumption. Methods: COVID-19 mortality indices for 156 countries were obtained from the Johns Hopkins University’s data aggregator. Correlations between these variables and (a) per capita consumption of sugar and seafood, and (b) country-wise prevalence of depression and obesity were examined. Results: Sugar consumption (r = 0.51, p < 0.001) and prevalence of obesity (r = 0.66, p < 0.001) and depression (r = 0.56, p < 0.001) were positively correlated with crude mortality rates, while seafood consumption was negatively correlated with the infection fatality rate (r = −0.28, p = 0.015). These effects were significant even after correcting for potential confounders. The associations with depression and obesity remained significant upon multivariate regression. Conclusions: Both obesity and depression, which are associated with inflammatory dysregulation, may be related to cross-national variations in COVID-19 mortality, while seafood consumption may be protective. These findings have implications in terms of protecting vulnerable individuals during the current pandemic.