Background & Aims: Previous results from observational, interventional studies and in vitro experiments suggest that certain micronutrients possess anti-viral and immunomodulatory activities. In particular, it has been hypothesized that zinc, selenium, copper and vitamin K1 have strong potential for prophylaxis and treatment of COVID-19. We aimed to test whether genetically predicted Zn, Se, Cu or vitamin K1 levels have a causal effect on COVID-19 related outcomes, including risk of infection, hospitalization and critical illness. Methods: We employed a two-sample Mendelian Randomization (MR) analysis. Our genetic variants derived from European-ancestry GWAS reflected circulating levels of Zn, Cu, Se in red blood cells as well as Se and vitamin K1 in serum/plasma. For the COVID-19 outcome GWAS, we used infection, hospitalization or critical illness. Our inverse-variance weighted (IVW) MR analysis was complemented by sensitivity analyses including a more liberal selection of variants at a genome-wide sub-significant threshold, MR-Egger and weighted median/mode tests. Results: Circulating micronutrient levels show limited evidence of association with COVID-19 infection, with the odds ratio [OR] ranging from 0.97 (95% CI: 0.87–1.08, p-value = 0.55) for zinc to 1.07 (95% CI: 1.00–1.14, p-value = 0.06)—i.e., no beneficial effect for copper was observed per 1 SD increase in exposure. Similarly minimal evidence was obtained for the hospitalization and critical illness outcomes with OR from 0.98 (95% CI: 0.87–1.09, p-value = 0.66) for vitamin K1 to 1.07 (95% CI: 0.88–1.29, p-value = 0.49) for copper, and from 0.93 (95% CI: 0.72–1.19, p-value = 0.55) for vitamin K1 to 1.21 (95% CI: 0.79–1.86, p-value = 0.39) for zinc, respectively. Conclusions: This study does not provide evidence that supplementation with zinc, selenium, copper or vitamin K1 can prevent SARS-CoV-2 infection, critical illness or hospitalization for COVID-19.