Recent studies suggested a link between long-term exposure to air-pollution and COVID-19 mortality. However, due to their ecological design based on large spatial units, they neglect the strong localised air-pollution patterns, and potentially lead to inadequate confounding adjustment. We investigated the effect of long-term exposure to NO2 and PM2.5 on COVID-19 mortality in England using high geographical resolution. In this nationwide cross-sectional study in England, we included 38,573 COVID-19 deaths up to June 30, 2020 at the Lower Layer Super Output Area level (n = 32,844 small areas). We retrieved averaged NO2 and PM2.5 concentration during 2014–2018 from the Pollution Climate Mapping. We used Bayesian hierarchical models to quantify the effect of air-pollution while adjusting for a series of confounding and spatial autocorrelation. We find a 0.5% (95% credible interval: −0.2%, 1.2%) and 1.4% (95% CrI: −2.1%, 5.1%) increase in COVID-19 mortality risk for every 1 μg/m3 increase in NO2 and PM2.5 respectively, after adjusting for confounding and spatial autocorrelation. This corresponds to a posterior probability of a positive effect equal to 0.93 and 0.78 respectively. The spatial relative risk at LSOA level revealed strong patterns, similar for the different pollutants. This potentially captures the spread of the disease during the first wave of the epidemic. Our study provides some evidence of an effect of long-term NO2 exposure on COVID-19 mortality, while the effect of PM2.5 remains more uncertain.