Background: Observational studies have shown that anti-tumor necrosis factor (TNF) therapy may be beneficial for patients with coronavirus disease 2019 (COVID-19). Nevertheless, because of the methodological restrictions of traditional observational studies, it is a challenge to make causal inferences. This study involved a two-sample Mendelian randomization analysis to investigate the causal link between nine TNFs and COVID-19 severity using publicly released genome-wide association study summary statistics.Methods: Summary statistics for nine TNFs (21,758 cases) were obtained from a large-scale genome-wide association study. Correlation data between single-nucleotide polymorphisms and severe COVID-19 (18,152 cases vs. 1,145,546 controls) were collected from the COVID-19 host genetics initiative. The causal estimate was calculated by inverse variance-weighted (IVW), MR–Egger, and weighted median methods. Sensitivity tests were conducted to assess the validity of the causal relationship.Results: Genetically predicted TNF receptor superfamily member 6 (FAS) positively correlated with the severity of COVID-19 (IVW, odds ratio = 1.10, 95% confidence interval = 1.01–1.19, p = 0.026), whereas TNF receptor superfamily member 5 (CD40) was protective against severe COVID-19 (IVW, odds ratio = 0.92, 95% confidence interval = 0.87–0.97, p = 0.002).Conclusion: Genetic evidence from this study supports that the increased expression of FAS is associated with the risk of severe COVID-19 and that CD40 may have a potential protective effect against COVID-19.