The administration of vaccination doses to the global population has led to a decrease in the incidence of COVID-19. However, the clinical picture developed by infected individuals remains extremely concerning due to the great variability in the severity of cases even in vaccinated individuals. The clinical progression of the pathology is characterized by various influential factors such as sex, age group, comorbidities, and the genetics of the individual. The immune response to viral infections can be strongly influenced by the genetics of individuals; nucleotide variations called single-nucleotide polymorphisms (SNPs) in structures involved in the innate and adaptive immune response such as interferon (IFN)-λ, human leukocyte antigen (HLA), and interleukin (IL)-6 are frequently associated with pathological progression. In this study, we conducted a review of the main SNPs of these structures that are associated with severity in COVID-19. Searches were conducted on some platforms of the National Center for Biotechnology and Information (NCBI), and 102 studies were selected for full reading according to the inclusion criteria. IFNs showed a strong association with antiviral function, specifically, IFN-λ3 (IL-28B) demonstrated genetic variants commonly related to clinical progression in various pathologies. For COVID-19, rs12979860 and rs1298275 presented frequently described unfavorable genotypes for pathological conditions of hepatitis C and hepatocellular carcinoma. The high genetic variability of HLA was reported in the studies as a crucial factor relevant to the late immune response, mainly due to its ability to recognize antigens, with the HLA-B*46:01 SNP being associated with susceptibility to COVID-19. For IL-6, rs1554606 showed a strong relationship with the clinical progression of COVID-19. In addition, rs2069837 was identified with possible host protection relationships when linked to this infection.