Understanding how countries’ socio-economic, environmental, health status, and climate factors have influenced the dynamics of COVID-19 is essential for public health, particularly in Africa. This study explored the relationships between African countries’ COVID-19 cases and deaths and their socio-economic, environmental, health, clinical, and climate variables. It compared the performance of Ordinary Least Square (OLS) regression, the spatial lag model (SLM), the spatial error model (SEM), and the conditional autoregressive model (CAR) using statistics such as the Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC), Root Mean Square Error (RMSE), and coefficient of determination (R2). Results showed that the SEM with the 10-nearest neighbours matrix weights performed better for the number of cases, while the SEM with the maximum distance matrix weights performed better for the number of deaths. For the cases, the number of tests followed by the adjusted savings, Gross Domestic Product (GDP) per capita, dependence ratio, and annual temperature were the strongest covariates. For deaths, the number of tests followed by malaria prevalence, prevalence of communicable diseases, adjusted savings, GDP, dependence ratio, Human Immunodeficiency Virus (HIV) prevalence, and moisture index of the moistest quarter play a critical role in explaining disparities across countries. This study illustrates the importance of accounting for spatial autocorrelation in modelling the dynamics of the disease while highlighting the role of countries’ specific factors in driving its dynamics.