In this study, we aimed to investigate whether specific HLA alleles found in patients from Romania and the Republic of Moldova were associated with the severity of COVID-19 infection and its associated mortality. We analyzed the HLA alleles at the -A, -B, -C, -DRB1, and -DQB1 loci in a cohort of 130 individuals with severe and extremely severe forms of COVID-19, including 44 individuals who died. We compared these findings to a control group consisting of individuals who had either not been diagnosed with COVID-19 or had experienced mild forms of the disease. Using multivariate logistic regression models, we discovered that the B*27 and B*50 alleles were associated with an increased susceptibility to developing a severe form of COVID-19. The A*33 and C*15 alleles showed potential for offering protection against the disease. Furthermore, we identified two protective alleles (A*03 and DQB1*02) against the development of extremely severe forms of COVID-19. By utilizing score statistics, we established a statistically significant association between haplotypes and disease severity (p = 0.021). In summary, this study provides evidence that HLA genotype plays a role in influencing the clinical outcome of COVID-19 infection.