Systemic capillary leak syndrome is a rare disorder characterized by dysfunctional inflammatory response, endothelial dysfunction, and extravasation of fluid from the vascular space to the interstitial space leading to shock, hemoconcentration, hypoalbuminemia, and subsequent organ failure. The condition may be idiopathic or secondary to an underlying cause, which can include viral infections. Here we describe a patient with acute coronavirus disease 2019 (COVID-19) infection who presented with hemoconcentration, shock, and hypoalbuminemia. The patient subsequently developed rhabdomyolysis and compartment syndrome of all four extremities, requiring fasciotomies. This is the first reported case of systemic capillary leak syndrome associated with COVID-19 infection. This case adds to the evolving spectrum of inflammatory effects associated with this viral infection.