After the appearance of COVID-19 in China last December 2019, Italy was the first European country to be severely affected by the outbreak. The first diagnosis in Italy was on February 20, 2020, followed by the establishment of a light and a tight lockdown on February 23 and on March 8, 2020, respectively. The virus spread rapidly, particularly in the North of the country in the 'Padan Plain' area, known as one of the most polluted regions in Europe. Air pollution has been recently hypothesized to enhance the clinical severity of SARS-CoV-2 infection, acting through adverse effects on immunity, induction of respiratory and other chronic disease, upregulation of viral receptor ACE-2, and possible pathogen transportation as a virus carrier. We investigated the association between air pollution and subsequent COVID-19 mortality rates within two Italian regions (Veneto and Emilia-Romagna). We estimated ground-level nitrogen dioxide through its tropospheric levels using data available from the Sentinel-5P satellites of the European Space Agency Copernicus Earth Observation Programme before the lockdown. We then examined COVID-19 mortality rates in relation to the nitrogen dioxide levels at three 14-day lag points after the lockdown, namely March 8, 22 and April 5, 2020. Using a multivariable negative binomial regression model, we found an association between nitrogen dioxide and COVID-19 mortality. Although ecological data provide only weak evidence, these findings indicate an association between air pollution levels and COVID-19 severity.