The COVID-19 pandemic caused by SARS-COV-2 has had a devastating impact on population health. We investigated global patterns of genetic variation and signatures of natural selection at host genes relevant to SARS-CoV-2 infection (ACE2, TMPRSS2, DPP4, and LY6E). We analyzed novel data from 2,012 ethnically diverse Africans, 15,997 individuals of European (7,061) and African (8,916) ancestry recruited by the Penn Medicine BioBank (PMBB), and comparative data from 2,504 individuals from the 1000 Genomes project. At ACE2 we identified 41 non-synonymous variants, found to be at low frequency in most populations. However, three non-synonymous variants were frequent among Central African hunter-gatherers (CAHG) from Cameroon, and signatures of positive selection could be detected on haplotypes encompassing those variants. We also detected signatures of positive selection for variants at regulatory regions upstream of ACE2 in diverse African populations. At TMPRSS2, we identified 48 non-synonymous variants, several of which are common in global populations, and 13 amino acid changes that are fixed in the human lineage after divergence from Chimpanzee. At DPP4 and LY6E most variants were rare in global populations indicating that purifying selection is acting at these loci. At all four loci, we identified common non-coding variants associated with gene expression that vary in frequency across global populations. By analyzing electronic health records from the PMBB we discovered genetic associations with clinical phenotypes, such as respiratory failure with ACE2 and upper respiratory tract infection with DPP4. Our study provides new insights into global variation at genes potentially affecting susceptibility to SARS-CoV-2 infection.