This paper examines the nexus between the Covid-19 confirmed cases, deaths, meteorological factors, including an air pollutant among the world’s top 10 infected countries, from 1 February 2020 through 30 June 2020, using advanced econometric techniques to address heterogeneity across the nations. The findings of the study suggest that there exists a strong cross-sectional dependence between Covid-19 cases, deaths, and all the meteorological factors for the countries under study. The findings also reveal that a long-term relationship exists between all the meteorological factors. There exists a bi-directional causality running between the Covid-19 cases and all the meteorological factors. With Covid-19 death cases as the dependent variable, there exists bi-directional causality running between the Covid-19 death cases and Covid-19 confirmed cases, air pressure, humidity, and temperature. Temperature and air pressure exhibit a statistically significant and negative impact on the Covid-19 confirmed cases. Air pollutant PM2.5 also exhibits a significant but positive impact on the Covid-19 confirmed cases. Temperature indicates a statistically significant and negative impact on the Covid-19 death cases. At the same time, Covid-19 confirmed cases and air pollutant PM2.5 exhibit a statistically significant and positive impact on the Covid-19 death cases across the ten countries under study. Hence, it is possible to postulate that cool and dry weather conditions with lower temperatures may promote indoor activities and human gatherings (assembling), leading to virus transmission. This study contributes both practically and theoretically to the concerned field of pandemic management. Our results assist in taking appropriate measures in implementing intersectoral policies and actions as necessary in a timely and efficient manner. Causal relations of Meteorological factors and Covid-19 (2 models used in the study) Supplementary Information The online version contains supplementary material available at 10.1007/s11356-021-12668-5.