The COVID-19 pandemic has affected the world, leading to significant morbidity and mortality. Various meteorological parameters are considered essential for the viability and transmission of the virus. Multiple reports from various parts of the world suggest a correlation between the disease spread and air pollution severity. This study was carried out to identify the relationship between meteorological parameters, air pollution, and COVID-19 in New Delhi, one of the worst-affected states in India. We studied air pollution and meteorological parameters in New Delhi, India. We obtained data about COVID-19 occurrence, meteorological parameters, and air pollution indicators from various sources from Apr 1, 2020, till Nov 12, 2020. We performed correlational analysis and employed autoregressive distributed lag models (ARDLM) for identifying the relationship between COVID-19 cases with air pollution and meteorological parameters. We found a significant impact of PM 2.5, PM 10, and meteorological parameters on COVID-19. There was a significant positive correlation between daily COVID-19 cases and COVID-19-related deaths with PM2.5 and PM10 levels. Increasing temperature and windspeed were associated with a reduction in the number of cases while increasing humidity was associated with increased cases. This study demonstrated a significant association of PM2.5 and PM10 with daily COVID-19 cases and COVID-19-related mortality. This knowledge will likely help us prepare well for the future and implement air pollution control measures for other airborne disease epidemics.