This study aims to analyze Coronavirus Disease 2019 (COVID-19)-associated copper-death genes using the Gene Expression Omnibus (GEO) dataset and machine learning, exploring their immune microenvironment correlation and underlying mechanisms. Utilizing GEO, we analyzed the GSE217948 dataset with control samples. Differential expression analysis identified 16 differentially expressed copper-death genes, and Cell type Identification By Estimating Relative Subsets Of RNA Transcripts (CIBERSORT) quantified immune cell infiltration. Gene classification yielded two copper-death clusters, with Weighted Gene Co-expression Network Analysis (WGCNA) identifying key module genes. Machine learning models (random forest, Support Vector Machine (SVM), Generalized Linear Model (GLM), eXtreme Gradient Boosting (XGBoost)) selected 6 feature genes validated by the GSE213313 dataset. Ferredoxin 1 (FDX1) emerged as the top gene, corroborated by Area Under the Curve (AUC) analysis. Gene Set Enrichment Analysis (GSEA) and Gene Set Variation Analysis (GSVA) revealed enriched pathways in T cell receptor, natural killer cytotoxicity, and Peroxisome Proliferator-Activated Receptor (PPAR). We uncovered differentially expressed copper-death genes and immune infiltration differences, notably CD8 T cells and M0 macrophages. Clustering identified modules with potential implications for COVID-19. Machine learning models effectively predicted COVID-19 risk, with FDX1's pivotal role validated. FDX1's high expression was associated with immune pathways, suggesting its role in COVID-19 pathogenesis. This comprehensive approach elucidated COVID-19-related copper-death genes, their immune context, and risk prediction potential. FDX1's connection to immune pathways offers insights into COVID-19 mechanisms and therapy.