Several artificial intelligence algorithms have been developed for COVID-19-related topics. One that has been common is the COVID-19 diagnosis using chest X-rays, where the eagerness to obtain early results has triggered the construction of a series of datasets where bias management has not been thorough from the point of view of patient information, capture conditions, class imbalance, and careless mixtures of multiple datasets. This paper analyses 19 datasets of COVID-19 chest X-ray images, identifying potential biases. Moreover, computational experiments were conducted using one of the most popular datasets in this domain, which obtains a 96.19% of classification accuracy on the complete dataset. Nevertheless, when evaluated with theethical tool Aequitas, it fails on all the metrics. Ethical tools enhanced with some distribution and image quality considerationsare the keys to developing or choosing a dataset with fewer bias issues. We aim to provide broad research on dataset problems,tools, and suggestions for future dataset developments and COVID-19 applications using chest X-ray images.