Previous research has suggested an unexpected negative association between smoking and susceptibility to COVID-19. This study, drawing on population-based data from three Nordic countries-Sweden, Norway, and Finland-aims to investigate this association further, capitalizing on diversity introduced by different containment measures. The objective of this research was to examine the association between cigarette smoking and snus (smokeless tobacco) use and the risk of confirmed COVID-19 infection. A pooled analysis integrating original data from 547,685 participants across three countries. We used a multiple imputation approach based on conditional probabilities to impute the systematically missing covariates. The associations between tobacco use and COVID-19 infection were assessed, controlling for potential confounding factors. Current cigarette smokers had a lower risk of a confirmed COVID-19 case, whereas there was an increased risk among snus users. Our sensitivity analysis confirmed that the associations between tobacco use and COVID-19 infection risk are robust, remaining consistent regardless of whether covariate imputation was applied. Findings support a negative association between smoking and SARS-CoV-2 infection, but not the hypothesis that nicotine may be protective against the risk of contracting SARS-CoV-2 infection.