Abstract Objective To summarize how artificial intelligence (AI) is being applied in COVID-19 research and determine whether these AI applications integrated heterogenous data from different sources for modeling. Materials and Methods We searched 2 major COVID-19 literature databases, the National Institutes of Health’s LitCovid and the World Health Organization’s COVID-19 database on March 9, 2021. Following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guideline, 2 reviewers independently reviewed all the articles in 2 rounds of screening. Results In the 794 studies included in the final qualitative analysis, we identified 7 key COVID-19 research areas in which AI was applied, including disease forecasting, medical imaging-based diagnosis and prognosis, early detection and prognosis (non-imaging), drug repurposing and early drug discovery, social media data analysis, genomic, transcriptomic, and proteomic data analysis, and other COVID-19 research topics. We also found that there was a lack of heterogenous data integration in these AI applications. Discussion Risk factors relevant to COVID-19 outcomes exist in heterogeneous data sources, including electronic health records, surveillance systems, sociodemographic datasets, and many more. However, most AI applications in COVID-19 research adopted a single-sourced approach that could omit important risk factors and thus lead to biased algorithms. Integrating heterogeneous data for modeling will help realize the full potential of AI algorithms, improve precision, and reduce bias. Conclusion There is a lack of data integration in the AI applications in COVID-19 research and a need for a multilevel AI framework that supports the analysis of heterogeneous data from different sources.