Vulnerability to COVID-19 has been linked to public health issues like obesity and physical fitness, which consecutively can be linked to access to urban greenspace. However, the value of greenspaces remains contentious in the literature and unclear in practice. In view of very high COVID-19 mortality rates, we use data from London boroughs to explore the impact of green infrastructure in terms of the size, accessibility, and support of physical activity and healthy lifestyles (e.g., walking and cycling). Results show no significant relationship between the availability of greenspace and the probability of being obese or dying from COVID-19. Cycling once, thrice, or five times weekly was found to improve healthy weight, as does cycling once a month. However, the probability of dying from COVID-19 during lockdowns is correlated to the frequency of walking or cycling as a result of decreased social distancing, while the frequency of walking and cycling is determined by availability and access to greenspace.