Coronavirus disease 2019 (COVID-19) is an ongoing pandemic. COVID-19 leads to a plethora of clinical syndromes, most commonly affecting the pulmonary system but also the cardiovascular, hematologic, and gastrointestinal systems. There is emerging evidence of an association between COVID-19 and venous thromboembolism (VTE). In this report, we have discussed three cases with a COVID-19 infection, whose clinical course was complicated by the presence of pulmonary embolism (PE) without evident risk factors for VTE. All three patients presented with hypoxia and were found to have elevated D-dimer levels. Subsequently, the patients underwent computed tomography (CT) angiography of the chest, which confirmed the presence of pulmonary embolism. Anticoagulation was initiated per guidelines. There is a need to have a low threshold for suspecting pulmonary embolism in patients with COVID-19 infection who present with a sudden onset of severe hypoxia. There is a dire need to increase awareness among health care providers regarding this manifestation of the virus.