Background: Concerns over the safety of non-steroidal anti-inflammatory drug (NSAID) use during severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection have been raised. We studied whether use of NSAIDs was associated with adverse outcomes and mortality during SARS-CoV-2 infection. Methods and findings: We conducted a population-based cohort study using Danish administrative and health registries. We included individuals who tested positive for SARS-CoV-2 during the period 27 February 2020 to 29 April 2020. NSAID users (defined as individuals having filled a prescription for NSAIDs up to 30 days before the SARS-CoV-2 test) were matched to up to 4 nonusers on calendar week of the test date and propensity scores based on age, sex, relevant comorbidities, and use of selected prescription drugs. The main outcome was 30-day mortality, and NSAID users were compared to non-users using risk ratios (RRs) and risk differences (RDs). Secondary outcomes included hospitalization, intensive care unit (ICU) admission, mechanical ventilation, and acute renal replacement therapy. A total of 9,236 SARS-CoV-2 PCR-positive individuals were eligible for inclusion. The median age in the study cohort was 50 years, and 58% were female. Of these, 248 (2.7%) had filled a prescription for NSAIDs, and 535 (5.8%) died within 30 days. In the matched analyses, treatment with NSAIDs was not associated with 30-day mortality (RR 1.02, 95% CI 0.57 to 1.82, p = 0.95; RD 0.1%, 95% CI −3.5% to 3.7%, p = 0.95), risk of hospitalization (RR 1.16, 95% CI 0.87 to 1.53, p = 0.31; RD 3.3%, 95% CI −3.4% to 10%, p = 0.33), ICU admission (RR 1.04, 95% CI 0.54 to 2.02, p = 0.90; RD 0.2%, 95% CI −3.0% to 3.4%, p = 0.90), mechanical ventilation (RR 1.14, 95% CI 0.56 to 2.30, p = 0.72; RD 0.5%, 95% CI −2.5% to 3.6%, p = 0.73), or renal replacement therapy (RR 0.86, 95% CI 0.24 to 3.09, p = 0.81; RD −0.2%, 95% CI −2.0% to 1.6%, p = 0.81). The main limitations of the study are possible exposure misclassification, as not all individuals who fill an NSAID prescription use the drug continuously, and possible residual confounding by indication, as NSAIDs may generally be prescribed to healthier individuals due to their side effects, but on the other hand may also be prescribed for early symptoms of severe COVID-19. Conclusions: Use of NSAIDs was not associated with 30-day mortality, hospitalization, ICU admission, mechanical ventilation, or renal replacement therapy in Danish individuals who tested positive for SARS-CoV-2.