Although the relationship between the environmental factors, such as weather conditions and air pollution, and COVID-19 case fatality rate (CFR) has been found, the impacts of these factors to which infected cases are exposed at different infectious stages (e.g., virus exposure time, incubation period, and at or after symptom onset) are still unknown. Understanding this link can help reduce mortality rates. During the first wave of COVID-19 in the United Kingdom (UK), the CFR varied widely between and among the four countries of the UK, allowing such differential impacts to be assessed. We developed a generalized linear mixed-effect model combined with distributed lag nonlinear models to estimate the odds ratio of the weather factors (i.e., temperature, sunlight, relative humidity, and rainfall) and air pollution (i.e., ozone, N{O}_{2}, S{O}_{2}, CO, P{M}_{10} and P{M}_{2.5}) using data between March 26, 2020 and September 15, 2020 in the UK. After retrospectively time adjusted CFR was estimated using back-projection technique, the stepwise model selection method was used to choose the best model based on Akaike information criteria and the closeness between the predicted and observed values of CFR. The risk of death reached its maximum level when the low temperature (6 °C) occurred 1 day before (OR 1.59; 95% CI 1.52–1.63), prolonged sunlight duration (11–14 h) 3 days after (OR 1.24; 95% CI 1.18–1.30) and increased P{M}_{2.5} (19 μg/m3) 1 day after the onset of symptom (OR 1.12; 95% CI 1.09–1.16). After reopening, many COVID-19 cases will be identified after their symptoms appear. The findings highlight the importance of designing different preventive measures against severe illness or death considering the time before and after symptom onset.