COVID-19 is affecting all walks of life. To deal with it, we need to make use of scientifically sound tools and models. Operations research (OR), as a well-established field which focuses on deploying analytical tools to solving decision making problems, comes to the rescue. In this paper, by examining the OR literature and practices related to pandemics (including COVID-19), we discuss what OR can help to tackle challenges under COVID-19. We classify the literature into three stages, namely "before pandemic", "during pandemic" and "after pandemic". We examine the related literature and reveal the respective research areas and OR methods employed. Then, we propose a future research agenda. Finally, we establish the sense-and-respond OR framework regarding what specific actions should be taken to cope with COVID-19 from the perspectives of governments, healthcare and non-profit-making organizations, and businesses. We believe that the findings of this paper lay the solid foundation to stimulate further OR studies to combat COVID-19.