Background The risk factors associated with the stages of Coronavirus Disease-2019 (COVID-19) disease progression are not well known. We aim to identify risk factors specific to each state of COVID-19 progression from SARS-CoV-2 infection through death. Methods and results We included 648,202 participants from the Veteran Affairs Million Veteran Program (2011-). We identified characteristics and 1,809 ICD code-based phenotypes from the electronic health record. We used logistic regression to examine the association of age, sex, body mass index (BMI), race, and prevalent phenotypes to the stages of COVID-19 disease progression: infection, hospitalization, intensive care unit (ICU) admission, and 30-day mortality (separate models for each). Models were adjusted for age, sex, race, ethnicity, number of visit months and ICD codes, state infection rate and controlled for multiple testing using false discovery rate (≤0.1). As of August 10, 2020, 5,929 individuals were SARS-CoV-2 positive and among those, 1,463 (25%) were hospitalized, 579 (10%) were in ICU, and 398 (7%) died. We observed a lower risk in women vs. men for ICU and mortality (Odds Ratio (95% CI): 0.48 (0.30–0.76) and 0.59 (0.31–1.15), respectively) and a higher risk in Black vs. Other race patients for hospitalization and ICU (OR (95%CI): 1.53 (1.32–1.77) and 1.63 (1.32–2.02), respectively). We observed an increased risk of all COVID-19 disease states with older age and BMI ≥35 vs. 20–24 kg/m². Renal failure, respiratory failure, morbid obesity, acid-base balance disorder, white blood cell diseases, hydronephrosis and bacterial infections were associated with an increased risk of ICU admissions; sepsis, chronic skin ulcers, acid-base balance disorder and acidosis were associated with mortality. Conclusions Older age, higher BMI, males and patients with a history of respiratory, kidney, bacterial or metabolic comorbidities experienced greater COVID-19 severity. Future studies to investigate the underlying mechanisms associated with these phenotype clusters and COVID-19 are warranted.