In this paper, we present a dataset of COVID-19 coverage by cable and broadcast news networks. Our dataset, which spans the time period between January 21, 2020 and June 12, 2020, includes 44,643 transcript paragraphs that are manually labeled according to their relevance to COVID-19 and 486,068 paragraphs that are further labeled using supervised classifiers. We further provide descriptive analysis that shows differences in the degree to which networks covered the pandemic and how the content of this coverage varied. Our distinctive phrase analysis also suggests that cable news networks, particularly Fox News and MSNBC, are politicizing COVID-19. This dataset can be leveraged to model and characterize the role cable and broadcast news networks play in shaping COVID-19 attitudes and behaviors, as well as how the coverage was related to external events (e.g. the number of COVID-19 cases), coverage in other media (e.g. newspapers), and COVID-19 conversations on social media (e.g. Twitter). The COVID-19 cable and broadcast news dataset is publicly available to the research community, and can be accessed at https://doi.org/10.7910/DVN/LWMYAD.