COVID-19 has caused a large global pandemic. Patients with COVID-19 exhibited considerable variation in disease behavior. Pervious genome-wide association studies have identified potential genetic variants involved in the risk and prognosis of COVID-19, but the underlying biological interpretation remains largely unclear. We applied the summary data-based Mendelian randomization (SMR) method to identify genes that were pleiotropically associated with the risk and various outcomes of COVID-19, including severe respiratory confirmed COVID-19 and hospitalized COVID-19. In blood, we identified 2 probes, ILMN_1765146 and ILMN_1791057 tagging IFNAR2, that showed pleiotropic association with hospitalized COVID-19 (β [SE]=0.42 [0.09], P=4.75 × 10-06 and β [SE]=-0.48 [0.11], P=6.76 × 10-06, respectively). Although no other probes were significant after correction for multiple testing in both blood and lung, multiple genes as tagged by the top 5 probes were involved in inflammation or antiviral immunity, and several other tagged genes, such as PON2 and HPS5, were involved in blood coagulation. We identified IFNAR2 and other potential genes that could be involved in the susceptibility or prognosis of COVID-19. These findings provide important leads to a better understanding of the mechanisms of cytokine storm and venous thromboembolism in COVID-19 and potential therapeutic targets for the effective treatment of COVID-19. Copyright © 2020. Published by Elsevier Ltd.