Scientists say the sale of the animals in wildlife markets should be strictly prohibited to minimise the risk of future outbreaks.
Pangolins are the most-commonly illegally trafficked mammal, used both as food and in traditional medicine.
In research published in the journal Nature, researchers say handling these animals requires "caution".
And they say further surveillance of wild pangolins is needed to understand their role in the risk of future transmission to humans.
Despite confirmation that pangolins carry viruses closely related to the one behind Covid-19 (a virus known as SARS-CoV-2), exactly how the virus jumped from wild animals to humans remains a mystery.
The horseshoe bat and now the pangolin have both been implicated, but the precise sequence of events is unknown.
Commenting on the study, Dr Dan Challender of the University of Oxford, said pangolins are known to host various strains of coronaviruses.
He added: "Identifying the source of SARS-CoV-2 is important to understand the emergence of the current pandemic, and in preventing similar events in the future."
The ant-devouring scaly mammal, said to be the most widely trafficked mammal in the world, is threatened with extinction. The animal's scales are in high demand in Asia for use in traditional Chinese medicine, while pangolin meat is considered a delicacy.
Elisa Panjang of Cardiff University, a pangolin conservation officer at the Danau Field Centre in Malaysia, said it would be devastating if the report led to persecution of pangolins.
"This is the time for the international community to pressure their governments to end illegal wildlife trade," she said.
China has moved to ban the consumption of meat from wild animals in the wake of the outbreak. Similar moves are being considered in Vietnam.
