Our objective was to estimate the incidence of COVID-19 and the ABO blood Groups in the mass-gathering events (MGEs) during the Falles Festival in Borriana (Spain) from 6–10 March 2020. We conducted a population-based retrospective cohort study and measured anti-SARS-CoV-2 antibodies and the ABO of participants. We performed laboratory COVID-19 tests and obtained the ABO in 775 subjects (72.8% of the original exposed cohort): O-group (45.2%), A-group (43.1%), B-group (8.5%) and AB-group (3.4%). Adjusted for confounding factors, including COVID-19 exposure during the MGEs, attack rates of COVID-19 for each ABO group were 55.4%, 59.6%, 60.2%, and 63.7%. The adjusted relative risks were for O-group 0.93 (95% Confidence Interval [CI] 0.83–1.04), for A-group 1.06 (95% CI 0.94–1.18), for B-group 1.04 (95%CI 0.88–1.24), and for AB-group 1.11 (95% CI 0.81–1.51) with no significant differences. Conclusions: Our results suggest no effect of ABO on COVID-19 incidence. We observed weak but not significant protection of the O-group and not a significantly greater infection risk for the remaining groups compared with the O-group. More studies are needed to resolve the controversies regarding the association between ABO and COVID-19.