Many factors significantly influence the outcomes of infectious diseases such as COVID-19. A significant focus needs to be put on dietary habits as environmental factors since it has been deemed that imbalanced diets contribute to chronic diseases. However, not enough effort has been made in order to assess these relations. So far, studies in the field have shown that comorbid conditions influence the severity of COVID-19 symptoms in infected patients. Furthermore, COVID-19 has exhibited seasonal patterns in its spread; therefore, considering weather-related factors in the analysis of the mortality rates might introduce a more relevant explanation of the disease’s progression. In this work, we provide an explainable analysis of the global risk factors for COVID-19 mortality on a national scale, considering dietary habits fused with data on past comorbidity prevalence and environmental factors such as seasonally averaged temperature geolocation, economic and development indices, undernourished and obesity rates. The innovation in this paper lies in the explainability of the obtained results and is equally essential in the data fusion methods and the broad context considered in the analysis. Apart from a country’s age and gender distribution, which has already been proven to influence COVID-19 mortality rates, our empirical analysis shows that countries with imbalanced dietary habits generally tend to have higher COVID-19 mortality predictions. Ultimately, we show that the fusion of the dietary data set with the geo-economic variables provides more accurate modeling of the country-wise COVID-19 mortality rates with respect to considering only dietary habits, proving the hypothesis that fusing factors from different contexts contribute to a better descriptive analysis of the COVID-19 mortality rates.