Ovarian Cancer (OC) diagnosis is entrusted to CA125 and HE4. Since the latter has been found increased in COVID-19 patients, in this study, we aimed to evaluate the influence of SARS-CoV-2 infection on OC biomarkers. HE4 values above the cut-off were observed in 65% of OC patients and in 48% of SARS-CoV-2-positive patients (not oncologic patients), whereas CA125 values above the cut-off were observed in 71% of OC patients and in 11% of SARS-CoV-2 patients. Hence, by dividing the HE4 levels into quartiles, we can state that altered levels of HE4 in COVID-19 patients were mostly detectable in quartile I (151–300 pmol/L), while altered levels in OC patients were mostly clustered in quartile III (>600, pmol/L). In light of these observations, in order to better discriminate women with ovarian cancer versus those with COVID-19, we established a possible HE4 cut-off of 328 pmol/L by means of a ROC curve. These results demonstrate that the reliability of HE4 as a biomarker in ovarian cancer remains unchanged, despite COVID-19 interference; moreover, it is important for a proper diagnosis that whether the patient has a recent history of SARS-CoV-2 infection is determined.