Spatial hot spots of COVID-19 infections and fatalities are observed at places exposed to high levels of air pollution across many countries. This study empirically investigates the relationship between exposure to air pollutants that is, sulfur dioxide, nitrogen dioxide, and particulate matter (SO2, NO2, and PM10) and COVID-19 infection at the smallest administrative level (ward) of Mumbai City in India. The paper explores two hypotheses: COVID-19 infection is associated with air pollution; the pollutants act as determinants of COVID-19 deaths. Kriging is used to assess the spatial variations of air quality using pollution data, while information on COVID-19 are retrieved from the database of Mumbai municipality. Annual average of PM10 in Mumbai over the past 3 years is much higher than the WHO specified standard across all wards; further, suburbs are more exposed to SO2, and NO2 pollution. Bivariate local indicator of spatial autocorrelation finds significant positive relation between pollution and COVID-19 infected cases in certain suburban wards. Spatial Auto Regressive models suggest that COVID-19 death in Mumbai is distinctly associated with higher exposure to NO2, population density and number of waste water drains. If specific pollutants along with other factors play considerable role in COVID-19 infection, it has strong implications for any mitigation strategy development with an objective to curtail the spreading of the respiratory disease. These findings, first of its kind in India, could prove to be significant pointers toward disease alleviation and better urban living. Plain Language Summary The study investigates the relationship between exposure to pollutants (local SO2, NO2, and PM10) and COVID-19 (cases and deaths) in Mumbai. It also explains whether pollutants act as determinants of COVID-19 deaths when other factors like population density, health infrastructure, number of slums, waste water drains and roads are controlled through spatial modelling. PM10 concentration is much above the WHO specified standard across Mumbai. Overall, people living in the suburbs of Mumbai are at a higher risk of respiratory morbidity. High exposure to specific pollutants (SO2, NO2, and PM10) and high-presence of COVID-19 cases are well established in certain wards in the suburban parts of the city. Further, exposure to NO2 and COVID-19 deaths reveals strong linkages in Mumbai. Association of COVID-19 and environmental pollution should be considered as a measure of an integrated approach in sustainable development as it has strong implications for mitigation strategies related to the novel virus.