Background It is important to predict which patients infected by SARS-CoV-2 are at higher risk of life-threatening COVID-19. Several studies suggest that neutralizing auto-antibodies (auto-Abs) against type I interferons (IFNs) are predictive of critical COVID-19 pneumonia. Objectives We aimed to test for auto-Abs to type I IFN and describe the main characteristics of COVID-19 patients admitted to intensive care depending on whether or not these auto-Abs are present. Methods Retrospective analysis of all COVID-19 patients admitted to an intensive care unit (ICU) in whom samples were available, from March 2020 to March 2021, in Barcelona, Spain. Results A total of 275 (70.5%) out of 390 patients admitted to ICU were tested for type I IFNs auto-antibodies (α2 and/or ω) by ELISA, being positive in 49 (17.8%) of them. Blocking activity of plasma diluted 1/10 for high concentrations (10 ng/mL) of IFNs was proven in 26 (9.5%) patients. Almost all the patients with neutralizing auto-Abs were men (92.3%). ICU patients with positive results for neutralizing IFNs auto-Abs did not show relevant differences in demographic, comorbidities, clinical features, and mortality, when compared with those with negative results. Nevertheless, some laboratory tests (leukocytosis, neutrophilia, thrombocytosis) related with COVID-19 severity, as well as acute kidney injury (17 [65.4%] vs. 100 [40.2%]; p = 0.013) were significantly higher in patients with auto-Abs. Conclusion Auto-Abs neutralizing high concentrations of type I IFNs were found in 9.5% of patients admitted to the ICU for COVID-19 pneumonia in a hospital in Barcelona. These auto-Abs should be tested early upon diagnosis of SARS-CoV-2 infection, as they account for a significant proportion of life-threatening cases. Supplementary Information The online version contains supplementary material available at 10.1007/s10875-021-01136-x.