Raw data on the number of deaths at a country level generally indicate a spatially variable distribution of COVID-19 incidence. An important issue is whether this pattern is a consequence of environmental heterogeneities, such as the climatic conditions, during the course of the outbreak. Another fundamental issue is to understand the spatial spreading of COVID-19. To address these questions, we consider four candidate epidemiological models with varying complexity in terms of initial conditions, contact rates and non-local transmissions, and we fit them to French mortality data with a mixed probabilistic-ODE approach. Using statistical criteria, we select the model with non-local transmission corresponding to a diffusion on the graph of counties that depends on the geographic proximity, with time-dependent contact rate and spatially constant parameters. This suggests that in a geographically middle size centralized country such as France, once the epidemic is established, the effect of global processes such as restriction policies and sanitary measures overwhelms the effect of local factors. Additionally, this approach reveals the latent epidemiological dynamics including the local level of immunity, and allows us to evaluate the role of non-local interactions on the future spread of the disease.