We analyzed the association between HLA polymorphisms and susceptibility to SARS‐CoV‐2 infection and disease severity. Genotyping data from a total of 9373 COVID‐19‐positive cases from the Spanish Coalition to Unlock Research on Host Genetics on COVID‐19 (SCOURGE) consortium and 5943 population controls were included in the study. We found an association of the alleles HLA‐B*14:02 and HLA‐C*08:02 with a lower risk to COVID‐19 infection ( p = 0.006, OR = 0.84, 95% CI = [0.75–0.95], p = 0.024, OR = 0.86, 95% CI = [0.78–0.95], respectively). We also found the alleles HLA‐A*11:01 and HLA‐C*04:01 associated with disease severity ( p = 0.033, OR = 1.16, 95% CI = [1.04–1.31], p = 0.045, OR = 1.14, 95% CI = [1.05–1.25], respectively). These results suggest that an effective presentation of viral peptides by HLA class I alleles involve a faster infection clearance, decreasing the susceptibility and severity of COVID‐19.