COVID-19 has hit hard on the global community, and organizations are working diligently to cope with the new norm of "work from home". However, the volume of remote work is unprecedented and creates opportunities for cyber attackers to penetrate home computers. Attackers have been leveraging websites with COVID-19 related names, dubbed COVID-19 themed malicious websites. These websites mostly contain false information, fake forms, fraudulent payments, scams, or malicious payloads to steal sensitive information or infect victims' computers. In this paper, we present a data-driven study on characterizing and detecting COVID-19 themed malicious websites. Our characterization study shows that attackers are agile and are deceptively crafty in designing geolocation targeted websites, often leveraging popular domain registrars and top-level domains. Our detection study shows that the Random Forest classifier can detect COVID-19 themed malicious websites based on the lexical and WHOIS features defined in this paper, achieving a 98% accuracy and 2.7% false-positive rate.