Background: The COVID-19 pandemic has led to unfavorable disruptions to daily living routines by exerting deleterious effects on several aspects of human mental and physical health and quality of life worldwide. The purpose of the current survey is to explore the potential association of COVID-19 infection with multiple sociodemographic, anthropometric, and lifestyle factors of community-dwelling older adults. Methods: This is a cross-sectional survey including 5197 older adults aged over 65 years old from 10 geographically diverse regions of Greece. Relevant questionnaires were used to record study the population sociodemographic factor, while anthropometric parameters were also measured. Validated questionnaires were also applied to assess several lifestyle factors such as depression, anxiety, stress, cognitive status, sleep quality, health-related quality of life, physical activity levels, and Mediterranean diet (MD) adherence. Results: In multivariate regression analysis, COVID-19 infection was significantly, independently related with urban residence (p = 0.0107), regular smoking (p = 0.0218), overweight status and obesity (p = 0.0036), as well as abdominal obesity (p = 0.0008), higher risk of depression (p = 0.0027), anxiety (p = 0.0045), stress (p = 0.0038), inadequate sleep quality (p = 0.0108), lower physical activity levels (p = 0.0012), reduced MD compliance (p = 0.0009), and poor health-related quality of life (p = 0.0002). In univariate analysis, older adults’ age (p = 0.0001), male gender (p = 0.0015), living alone (p = 0.0023), lower educational and economic level (p = 0.0175 and p = 0.0294, respectively), and cognition decline (p = 0.0032) were also related with the presence of COVID-19 infection; however, these associations were considerably attenuated at a non-significant level by adjustment for several confounders in multivariate analysis. Conclusions: This is one of the few available studies supporting evidence that COVID-19 infection may be associated with diverse sociodemographic, anthropometric, and lifestyle factors in an older adults’ population in Greece. This study highlights the strong demand to provide psychological and nutritional counselling and support to older adults diagnosed with COVID-19 infection in order to ameliorate disease symptoms and severity, emphasizing the adaptation of healthy dietary and lifestyle habits as preventing and supplementary therapeutic factors against COVID-19.