In March 2020, the WHO declared coronavirus disease 2019 (COVID-19), caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), a global pandemic. Obesity was soon identified as a risk factor for poor prognosis, with an increased risk of intensive care admissions and mechanical ventilation, but also of adverse cardiovascular events. Obesity is associated with adipose tissue, chronic low-grade inflammation, and immune dysregulation with hypertrophy and hyperplasia of adipocytes and overexpression of pro-inflammatory cytokines. However, to implement appropriate therapeutic strategies, exact mechanisms must be clarified. The role of white visceral adipose tissue, increased in individuals with obesity, seems important, as a viral reservoir for SARS-CoV-2 via angiotensin-converting enzyme 2 (ACE2) receptors. After infection of host cells, the activation of pro-inflammatory cytokines creates a setting conducive to the “cytokine storm” and macrophage activation syndrome associated with progression to acute respiratory distress syndrome. In obesity, systemic viral spread, entry, and prolonged viral shedding in already inflamed adipose tissue may spur immune responses and subsequent amplification of a cytokine cascade, causing worse outcomes. More precisely, visceral adipose tissue, more than subcutaneous fat, could predict intensive care admission; and lower density of epicardial adipose tissue (EAT) could be associated with worse outcome. EAT, an ectopic adipose tissue that surrounds the myocardium, could fuel COVID-19-induced cardiac injury and myocarditis, and extensive pneumopathy, by strong expression of inflammatory mediators that could diffuse paracrinally through the vascular wall. The purpose of this review is to ascertain what mechanisms may be involved in unfavorable prognosis among COVID-19 patients with obesity, especially cardiovascular events, emphasizing the harmful role of excess ectopic adipose tissue, particularly EAT.