During the COVID-19 (coronavirus disease of 2019) pandemic, researchers have been seeking low-cost and accessible means of providing protection from its harms, particularly for at-risk individuals such as those with cardiovascular disease, diabetes and obesity. One possible way is via safe sun exposure, and/or dietary supplementation with induced beneficial mediators (e.g., vitamin D). In this narrative review, we provide rationale and updated evidence on the potential benefits and harms of sun exposure and ultraviolet (UV) light that may impact COVID-19. We review recent studies that provide new evidence for any benefits (or otherwise) of UV light, sun exposure, and the induced mediators, vitamin D and nitric oxide, and their potential to modulate morbidity and mortality induced by infection with SARS-CoV-2 (severe acute respiratory disease coronavirus-2). We identified substantial interest in this research area, with many commentaries and reviews already published; however, most of these have focused on vitamin D, with less consideration of UV light (or sun exposure) or other mediators such as nitric oxide. Data collected to-date suggest that ambient levels of both UVA and UVB may be beneficial for reducing severity or mortality due to COVID-19, with some inconsistent findings. Currently unresolved are the nature of the associations between blood 25-hydroxyvitamin D and COVID-19 measures, with more prospective data needed that better consider lifestyle factors, such as physical activity and personal sun exposure levels. Another short-coming has been a lack of measurement of sun exposure, and its potential to influence COVID-19 outcomes. We also discuss possible mechanisms by which sun exposure, UV light and induced mediators could affect COVID-19 morbidity and mortality, by focusing on likely effects on viral pathogenesis, immunity and inflammation, and potential cardiometabolic protective mechanisms. Finally, we explore potential issues including the impacts of exposure to high dose UV radiation on COVID-19 and vaccination, and effective and safe doses for vitamin D supplementation.