In great metropoles, there is a need for a better understanding of the spread of COVID-19 in an outdoor context with environmental parameters. Many studies on this topic have been carried out worldwide. However, there is conflicting evidence regarding the influence of environmental variables on the transmission, hospitalizations and deaths from COVID-19, even though there are plausible scientific explanations that support this, especially air quality and meteorological factors. Different urban contexts, methodological approaches and even the limitations of ecological studies are some possible explanations for this issue. That is why methodological experimentations in different regions of the world are important so that scientific knowledge can advance in this aspect. This research analyses the relationship between air pollution, meteorological factors and COVID-19 in the Brussels Capital Region. We use a data mining approach that is capable of extracting patterns in large databases with diverse taxonomies. Data on air pollution, meteorological, and epidemiological variables were processed in time series for the multivariate analysis and the classification based on association. The environmental variables associated with COVID-19-related deaths, cases and hospitalization were PM2.5, O3, NO2, black carbon, radiation, air pressure, wind speed, dew point, temperature and precipitation. These environmental variables combined with epidemiological factors were able to predict intervals of hospitalization, cases and deaths from COVID-19. These findings confirm the influence of meteorological and air quality variables in the Brussels region on deaths and cases of COVID-19 and can guide public policies and provide useful insights for high-level governmental decision-making concerning COVID-19. However, it is necessary to consider intrinsic elements of this study that may have influenced our results, such as the use of air quality aggregated data, ecological fallacy, focus on acute effects in the time-series study, the underreporting of COVID-19, and the lack of behavioral factors.