In patients with severe pneumonia due to COVID-19, the deregulation of oxidative stress is present. Nuclear erythroid factor 2 (NRF2) is regulated by KEAP1, and NRF2 regulates the expression of genes such as NFE2L2-KEAP1, which are involved in cellular defense against oxidative stress. In this study, we analyzed the participation of the polymorphisms of NFE2L2 and KEAP1 genes in the mechanisms of damage in lung disease patients with SARS-CoV-2 infection. Patients with COVID-19 and a control group were included. Organ dysfunction was evaluated using SOFA. SARS-CoV-2 infection was confirmed and classified as moderate or severe by ventilatory status and by the Berlin criteria for acute respiratory distress syndrome. SNPs in the gene locus for NFE2L2, rs2364723C>G, and KEAP1, rs9676881A>G, and rs34197572C>T were determined by qPCR. We analyzed 110 individuals with SARS-CoV-2 infection: 51 with severe evolution and 59 with moderate evolution. We also analyzed 111 controls. Significant differences were found for rs2364723 allele G in severe cases vs. controls (p = 0.02); for the rs9676881 allele G in moderate cases vs. controls (p = 0.04); for the rs34197572 allele T in severe cases vs. controls (p = 0.001); and in severe vs. moderate cases (p = 0.004). Our results showed that NFE2L2 rs2364723C>G allele G had a protective effect against severe COVID-19, while KEAP1 rs9676881A>G allele G and rs34197572C>T minor allele T were associated with more aggressive stages of COVID-19.