BACKGROUND: It has been suggested that cardiorespiratory fitness (CRF) may be used to identify those at greatest risk for severe COVID-19 illness. However, no study to date has examined the association between CRF and COVID-19. The objectives of this study were to determine whether CRF is independently associated with testing positive with or dying from COVID-19. METHODS: This is a prospective cohort study of 2,690 adults from the UK Biobank Study that were followed from March 16th, 2020 to July 26th, 2020. Participants who were tested for COVID-19 and had undergone CRF assessment were examined. CRF was estimated (eCRF) and categorized as low (<20th percentile), moderate (20th to 80th percentile) and high (≥80th percentile) within sex and ten-year age groups (e.g. 50-60 years). Participants were classified as having COVID-19 if they tested positive (primarily PCR tests) at an in-patient or out-patient setting as of July 26, 2020. Participants were classified as having died from COVID-19 if the primary or underlying cause of death was listed ICD-10 codes U071 or U072 by June 30th, 2020. Adjusted risk ratios (aRR) and 95% confidence intervals (CI) were estimated and a forward model building approach used to identify covariates. FINDINGS: There was no significant association between eCRF and testing positive for COVID-19. Conversely, individuals with moderate (aRR = 0.43, 95% CI: 0.25, 0.75) and high fitness (aRR = 0.37, 95% CI: 0.16, 0.85) had a significantly lower risk of dying from COVID-19 than those with low fitness. CONCLUSIONS: While eCRF was not significantly associated with testing positive for COVID-19, we observed a significant dose-response between having higher eCRF and a decreased risk of dying from COVID-19. This suggests that prior gains in CRF could be protective against dying from COVID-19 should someone develop the virus.