Urban, socio-economic and eco-environmental influences on people’s health are widely studied and well-known. Their relation to COVID-19, however, is still a novel research topic. Thus, we investigated if COVID-19 parameters are higher in cities with higher urbanization, worst socio-economic conditions, and less vegetation cover, considering 3,052 municipalities in the Atlantic Forest, Brazil. Brazil is the second country most affected by COVID-19, and the Atlantic Forest is its most urbanized, populous, and deforested region. Indexes were created through multivariate principal components analysis using secondary official data: population, demographic density, absolute built area, and relative built area as urbanization parameters; average per capita income, relative people vulnerable to poverty, illiteracy rate of the population aged 18 or over, and human development index (HDI) as socio-economic parameters; and absolute and relative vegetation cover, absolute and relative forest cover as eco-environmental parameters. These indexes were correlated with absolute and relative confirmed COVID-19 cases, absolute and relative confirmed deaths, and mortality rate via Spearman’s and Kendall’s coefficients. Strong correlations (>0.50) were found between COVID-19 and urbanization. Socio-economic and eco-environmental aspects, although weaker predictors of COVID-19, presented meaningful relations with the health parameters. This study contributes to the evidence regarding COVID-19 incidence in the Brazilian population.