Alpha-1 blockers, often used to treat benign prostate hyperplasia (BPH), have been hypothesized to prevent COVID-19 complications by minimising cytokine storms release. We conducted a prevalent-user active-comparator cohort study to assess association between alpha-1 blocker use and risks of three COVID-19 outcomes: diagnosis, hospitalization, and hospitalization requiring intensive services. Our study included 2.6 and 0.46 million users of alpha-1 blockers and of alternative BPH therapy during the period between November 2019 and January 2020, found in electronic health records from Spain (SIDIAP) and the United States (Department of Veterans Affairs, Columbia University Irving Medical Center, IQVIA OpenClaims, Optum DOD, Optum EHR). We estimated hazard ratios using state-of-the-art techniques to minimize potential confounding, including large-scale propensity score matching/stratification and negative control calibration. We found no differential risk for any of COVID-19 outcome, pointing to the need for further research on potential COVID-19 therapies.