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Background: Acute and chronic alcohol abuse has adverse impacts on both the innate and adaptive immune response, which may result in reduced resistance to severe acute respiratory syndrome coronavirus-2 (SARS-CoV-2) infection and promote the progression of coronavirus disease 2019 (COVID-19). However, there are no large population-based data evaluating potential causal associations between alcohol consumption and COVID-19. Methods: We conducted a Mendelian randomization study using data from UK Biobank to explore the association between alcohol consumption and risk of SARS-CoV-2 infection and serious clinical outcomes in patients with COVID-19. A total of 12,937 participants aged 50–83 who tested for SARS-CoV-2 between 16 March to 27 July 2020 (12.1% tested positive) were included in the analysis. The exposure factor was alcohol consumption. Main outcomes were SARS-CoV-2 positivity and death in COVID-19 patients. We generated allele scores using three genetic variants (rs1229984 (Alcohol Dehydrogenase 1B, ADH1B), rs1260326 (Glucokinase Regulator, GCKR), and rs13107325 (Solute Carrier Family 39 Member 8, SLC39A8)) and applied the allele scores as the instrumental variables to assess the effect of alcohol consumption on outcomes. Analyses were conducted separately for white participants with and without obesity. Results: Of the 12,937 participants, 4496 were never or infrequent drinkers and 8441 were frequent drinkers. Both logistic regression and Mendelian randomization analyses found no evidence that alcohol consumption was associated with risk of SARS-CoV-2 infection in participants either with or without obesity (All q > 0.10). However, frequent drinking, especially heavy drinking (HR = 2.07, 95%CI 1.24–3.47; q = 0.054), was associated with higher risk of death in patients with obesity and COVID-19, but not in patients without obesity. Notably, the risk of death in frequent drinkers with obesity increased slightly with the average amount of alcohol consumed weekly (All q < 0.10). Conclusions: Our findings suggest that alcohol consumption has adverse effects on the progression of COVID-19 in white participants with obesity, but was not associated with susceptibility to SARS-CoV-2 infection.