Weather conditions may have an impact on SARS-CoV-2 virus transmission, as has been shown for seasonal influenza. Virus transmission most likely favors low temperature and low humidity conditions. This systematic review aimed to collect evidence on the impact of temperature and humidity on COVID-19 mortality. This review was registered with PROSPERO (registration no. CRD42020196055). We searched the Pubmed, Embase, and Cochrane COVID-19 databases for observational epidemiological studies. Two independent reviewers screened the title/abstracts and full texts of the studies. Two reviewers also performed data extraction and quality assessment. From 5051 identified studies, 11 were included in the review. Although the results were inconsistent, most studies imply that a decrease in temperature and humidity contributes to an increase in mortality. To establish the association with greater certainty, future studies should consider accurate exposure measurements and important covariates, such as government lockdowns and population density, sufficient lag times, and non-linear associations.