Human Leukocyte Antigen (HLA) includes a large set of genes with important actions in immune response against viral infection. Numerous studies have revealed the existence of significant associations between certain HLA alleles and the susceptibility and prognosis of different infectious diseases. In this pilot study we analyse the binding affinity between 66 class I HLA alleles and SARS-CoV-2 viral peptides, and its association with the severity of the disease. A total of 45 Spanish patients with mild, moderate and severe SARS-CoV-2 infection were typed for HLA class I; after that, we analysed if an in silico model of HLA I-viral peptide binding affinity and classical HLA supertypes could be correlated to the severity of the disease. Our results suggest that patients with mild disease present Class I HLA molecules with a higher theoretical capacity for binding SARS-Cov-2 peptides and showed greater heterozygosity when comparing them with moderate and severe groups. In this regard, identifying HLA-SARS-CoV-2 peptides binding differences between individuals would help to clarify the heterogeneity of clinical responses to the disease and will also be useful to guide a personalized treatment according to its particular risk.