Candidemia is a serious health threat. Whether this infection has a greater incidence and a higher mortality rate in patients with COVID-19 is still debated. In this multicenter, retrospective, observational study, we aimed to identify the clinical characteristics associated with the 30-day mortality in critically ill patients with candidemia and to define the differences in candidemic patients with and without COVID-19. Over a three-year period (2019–2021), we identified 53 critically ill patients with candidemia, 18 of whom (34%) had COVID-19 and were hospitalized in four ICUs. The most frequent comorbidities were cardiovascular (42%), neurological (17%), chronic pulmonary diseases, chronic kidney failure, and solid tumors (13% each). A significantly higher proportion of COVID-19 patients had pneumonia, ARDS, septic shock, and were undergoing an ECMO procedure. On the contrary, non-COVID-19 patients had undergone previous surgeries and had used TPN more frequently. The mortality rate in the overall population was 43%: 39% and 46% in the COVID-19 and non-COVID-19 patients, respectively. The independent risk factors associated with a higher mortality were CVVH (HR 29.08 [CI 95% 3.37–250]) and a Charlson’s score of > 3 (HR 9.346 [CI 95% 1.054–82.861]). In conclusion, we demonstrated that candidemia still has a high mortality rate in patients admitted to ICUs, irrespective of infection due to SARS-CoV-2.