Coronavirus disease (COVID-19) may predispose patients to pulmonary embolism (PE), despite standard thromboprophylaxis. Our retrospective study aimed to report the prevalence of PE in patients with COVID-19 and severe respiratory failure (SRF) treated with intermediate- to full-dose enoxaparin. We analyzed data from patients with COVID-19 pneumonia and SRF admitted to our Respiratory Intensive Care Unit (RICU) from February 27 to April 20, 2020. All patients received at least intermediate-dose enoxaparin (40 mg twice daily). Computed tomography pulmonary angiography (CTPA) was used to detect PE. Ninety-two patients with COVID-19 pneumonia and SRF were admitted to our RICU. Twenty-two patients underwent CTPA (24 %), 11 of whom had PEs (12%). We hypothesize that the enoxaparin treatment may be responsible for the lower prevalence of PE as compared to previous reports of similar patients, even if our report had several limitations, mainly the small sample size.