This paper investigates the air quality in 107 Italian provinces in the period 2014–2019 and the association between exposure to nine outdoor air pollutants and the COVID-19 spread and related mortality in the same areas. The methods used were negative binomial (NB) regression, ordinary least squares (OLS) model, and spatial autoregressive (SAR) model. The results showed that (i) common air pollutants—nitrogen dioxide (NO2), ozone (O3), and particulate matter (PM2.5 and PM10)—were highly and positively correlated with large firms, energy and gas consumption, public transports, and livestock sector; (ii) long-term exposure to NO2, PM2.5, PM10, benzene, benzo[a]pyrene (BaP), and cadmium (Cd) was positively and significantly correlated with the spread of COVID-19; and (iii) long-term exposure to NO2, O3, PM2.5, PM10, and arsenic (As) was positively and significantly correlated with COVID-19 related mortality. Specifically, particulate matter and Cd showed the most adverse effect on COVID-19 prevalence; while particulate matter and As showed the largest dangerous impact on excess mortality rate. The results were confirmed even after controlling for eighteen covariates and spatial effects. This outcome seems of interest because benzene, BaP, and heavy metals (As and Cd) have not been considered at all in recent literature. It also suggests the need for a national strategy to drive down air pollutant concentrations to cope better with potential future pandemics.