Objective: To investigate the association between Hormone Replacement Therapy (HRT) or Combined Oral Contraception (COCP) use, and the likelihood of death in women with COVID-19. Design: A cohort study Setting: 465 general practices in England within the Oxford-Royal College of General Practitioners (RCGP) Research and Surveillance Centre (RSC) primary care database. Population: 1,863,478 women aged over 18 years Methods: We identified a cohort of women with COVID-19 from the computerised medical records of the RCGP RSC database. Mixed-effects logistic regression models were used to quantify the association between HRT or COCP use, and all-cause mortality among women with COVID-19 in unadjusted and adjusted models. Results: There were 5451 COVID-19 cases within the cohort. HRT was associated with a significantly lower likelihood of all-cause mortality in COVID-19 (adjusted OR 0.22, 95% CI 0.05 to 0.94). There were no reported events for all-cause mortality in women prescribed COCPs. This prevented further examination of the impact of COCP. Conclusions: Women on HRT with COVID-19 had a lower likelihood of death. Further work is needed in larger cohorts to examine the association of COCP in COVID-19. Our findings support the current hypothesis that oestrogens may contribute a protective effect against COVID-19 severity.