The severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) spread to more than 200 countries with a current case fatality ratio (CFR) of more than 2% globally. The concentration of air pollutants is considered a critical factor responsible for transmitting coronavirus disease among the masses. The photochemical process and coal combustions create respiratory disorders that lead to coronavirus disease. Based on the crucial fact, the study evaluated the impact of nitrous oxide (N
2
O) emissions, coal combustion, and traffic emissions on COVID-19 cases in a panel of 39 most affected countries of the world. These three air pollution factors are considered to form a lethal smog that negatively affects the patient’s respiratory system, leading to increased susceptibility to coronavirus worldwide. The study used the Markov two-step switching regime regression model for obtaining parameter estimates. In contrast, an innovation accounting matrix is used to assess smog factors’ intensity on possibly increasing coronavirus cases over time. The results show that N
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O emissions, coal combustion, and traffic emissions increase COVID-19 cases in regime-1. On the other hand, N2O emissions significantly increase coronavirus cases in regime-2. The innovation accounting matrix shows that N2O emissions would likely have a more significant share of increasing coronavirus cases with a variance of 33.902%, followed by coal combustion (i.e., 6.643%) and traffic emissions (i.e., 2.008%) over the time horizon. The study concludes that air quality levels should be maintained through stringent environmental policies, such as carbon pricing, sustainable urban planning, green technology advancement, renewable fuels, and pollution less accessible vehicles. All these measures would likely decrease coronavirus cases worldwide.