Harris’ Hawk Optimization (HHO) is a novel metaheuristic inspired by the collective hunting behaviors of hawks. This technique employs the flight patterns of hawks to produce (near)-optimal solutions, enhanced with feature selection, for challenging classification problems. In this study, we propose a new parallel multi-objective HHO algorithm for predicting the mortality risk of COVID-19 patients based on their symptoms. There are two objectives in this optimization problem: to reduce the number of features while increasing the accuracy of the predictions. We conduct comprehensive experiments on a recent real-world COVID-19 dataset from Kaggle. An augmented version of the COVID-19 dataset is also generated and experimentally shown to improve the quality of the solutions. Significant improvements are observed compared to existing state-of-the-art metaheuristic wrapper algorithms. We report better classification results with feature selection than when using the entire set of features. During experiments, a 98.15% prediction accuracy with a 45% reduction is achieved in the number of features. We successfully obtained new best solutions for this COVID-19 dataset.