This work is intended to examine the effects of Bangladesh's subtropical climate on coronavirus diseases 2019 (COVID-19) transmission. Secondary data for daily meteorological variables and COVID-19 cases from March 8 to May 31, 2020, were collected from the Bangladesh Meteorological Department (BMD) and Institute of Epidemiology, Disease Control and Research (IEDCR). Distributed lag nonlinear models, Pearson’s correlation coefficient and wavelet transform coherence were employed to appraise the relationship between meteorological factors and COVID-19 cases. Significant coherence between meteorological variables and COVID-19 at various time–frequency bands has been identified in this work. The results showed that the minimum (MinT) and mean temperature, wind speed (WS), relative humidity (RH) and absolute humidity (AH) had a significant positive correlation while contact transmission had no direct association with the number of COVID-19 confirmed cases. When the MinT was 18 °C, the relative risk (RR) was the highest as 1.04 (95%CI 1.01–1.06) at lag day 11. For the WS, the highest RR was 1.03 (95% CI 1.00–1.07) at lag day 0, when the WS was 21 km/h. When RH was 46%, the highest RR was 1.00 (95% CI 0.98–1.01) at lag day 14. When AH was 23 g/m³, the highest RR was 1.05 (95% CI 1.01–1.09) at lag day 14. We found a profound effect of meteorological factors on SARS-CoV-2 transmission. These results will assist policymakers to know the behavioral pattern of the SARS-CoV-2 virus against meteorological indicators and thus assist to devise an effective policy to fight against COVID-19 in Bangladesh.