Just before 2020 began, a novel coronavirus, severe acute respiratory syndrome coronavirus-2 (SARS-CoV-2), brought for humans a potentially fatal disease known as coronavirus disease 2019 (COVID-19). The world has thoroughly been affected by COVID-19, while there has been little progress towards understanding the pathogenesis of COVID-19. Patients with a severe phenotype of disease and those who died from the disease have shown hyperinflammation and were more likely to develop neurological manifestations, linking the clinical disease with neuroimmunological features. Anosmia frequently occurs early in the course of COVID-19. The prevalence of anosmia would be influenced by self-diagnosis as well as self-misdiagnosis in patients with COVID-19. Despite this, the association between anosmia and COVID-19 has been a hope for research, aiming to understand the pathogenesis of COVID-19. Studies have suggested differently probable mechanisms for the development of anosmia in COVID-19, including olfactory cleft syndrome, postviral anosmia syndrome, cytokine storm, direct damage of olfactory sensory neurons, and impairment of the olfactory perception center in the brain. Thus, the observation of anosmia would direct us to find the pathogenesis of COVID-19 in the central nervous system, and this is consistent with numerous neurological manifestations related to COVID-19. Like other neurotropic viruses, SARS-CoV-2 might be able to enter the central nervous system via the olfactory epithelium and induce innate immune responses at the site of entry. Viral replication in the nonneural olfactory cells indirectly causes damage to the olfactory receptor nerves, and as a consequence, anosmia occurs. Further studies are required to investigate the neuroimmunology of COVID-19 in relation to anosmia.