Early ecological studies have suggested a link between air pollution and Coronavirus Diseases 2019 (COVID-19); however, the evidence from individual-level prospective cohort studies is still sparse. Here, we have examined, in a general population, whether long-term exposure to air pollution is associated with the risk of contracting severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) and developing severe COVID-19, resulting in hospitalization or death and who is most susceptible. We also examined whether long-term exposure to air pollution is associated with hospitalization or death due to COVID-19 in those who have tested positive for SARS-CoV-2.We included all Danish residents 30 years or older who resided in Denmark on March 1, 2020. and followed them in the National COVID-19 Surveillance System until first positive test (incidence), COVID-19 hospitalization, or death until April 26, 2021. We estimated mean levels of nitrogen dioxide (NO2), particulate matter with an aerodynamic diameter <2.5 μm (PM2.5), black carbon (BC), and ozone (O3) at cohort participants' residence in 2019 by the Danish Eulerian Hemispheric Model/Urban Background Model. We used Cox proportional hazard models to estimate the associations of air pollutants with COVID-19 incidence, hospitalization, and mortality adjusting for age, sex, and socioeconomic status (SES) at the individual and area levels. We examined effect modification by age, sex, SES (education, income, wealth, employment), and comorbidities with cardiovascular disease, respiratory disease, acute lower respiratory infections, diabetes, lung cancer, and dementia. We used logistic regression to examine association of air pollutants with COVID-19-related hospitalization or death among SARS-CoV-2 positive patients, adjusting for age, sex, individual- and area-level SES.Of 3,721,810 people, 138,742 were infected, 11,270 hospitalized, and 2,557 died from COVID-19 during 14 months of follow-up. We detected strong positive associations with COVID-19 incidence, with hazard ratio (HR) and 95% confidence interval (CI) of 1.10 (CI: 1.05-1.14) per 0.5-μg/m3 increase in PM2.5 and 1.18 (CI: 1.14-1.23) per 3.6-μg/m3 increase in NO2. For COVID-19 hospitalizations and for COVID-19 deaths, corresponding HRs and 95% CIs were 1.09 (CI: 1.01-1.17) and 1.19 (CI: 1.12-1.27), respectively for PM2.5, and 1.23 (CI: 1.04-1.44) and 1.18 (CI: 1.03-1.34), respectively for NO2. We also found strong positive and statistically significant associations with BC and negative associations with O3. Associations were strongest in those aged 65 years old or older, participants with the lowest SES, and patients with chronic cardiovascular, respiratory, metabolic, lung cancer, and neurodegenerative disease. Among 138,742 individuals who have tested positive for SARS-Cov-2, we detected positive association with COVID-19 hospitalizations (N = 11,270) with odds ratio and 95% CI of 1.04 (CI: 1.01- 1.08) per 0.5-μg/m3 increase in PM2.5 and 1.06 (CI: 1.01-1.12) per 3.6-μg/m3 increase in NO2, but no association with PM with an aerodynamic diameter <10 μm (PM10), BC, or O3, and no association between any of the pollutants and COVID-19 mortality (N = 2,557).This large nationwide study provides strong new evidence in support of association between long-term exposure to air pollution and COVID-19.