We retrospectively analyzed the data from patients admitted to the intensive care unit (ICU) of the Hospital of L’Aquila during the first and second waves of pandemic to identify pain related to COVID-19. Pain was evaluated by using the Numerical Rating Scale, and the assessment for neuropathic disturbances of pain was performed with von Frey’s hair and Lindblom tests. Pain increased significantly during hospitalization (from 48% at hospital admission to 94.3% at ICU discharge). Female patients were affected by somatic pain in 32.8% of the cases and by somatic pain and pain with neuropathic features (NFs) in 23.5% of the cases, during the ICU stay. Somatic pain and pain with NFs affected more frequently patients with cardiological and respiratory comorbidities. Patients treated with continuous positive airway pressure via helmet had a higher frequency of somatic pain and pain with neuropathic disturbances (84 and 74%, respectively). The frequency of somatic pain and pain with neuropathic disturbances was lower in patients sedated with propofol combined with ketamine. Females have been associated with a higher risk of somatic pain and pain with NFs. Patients with cardiological and respiratory comorbidities undergoing noninvasive ventilation had higher levels of pain. As conclusion, ketamine may reduce the promotion or the worsening of pain in COVID-19 patients.