This multicenter retrospective investigation aimed to identify predictors of pneumothorax (PTX), pneumomediastinum (PM), and subcutaneous emphysema (SE) in patients with COVID-19 pneumonia admitted to the ICU. A total of 256 patients were included, with 128 in the case group and 128 in the control group. The study sample consisted of predominantly male patients with a mean age of around 53 years and a high prevalence of comorbidities. Significant predictors of PTX, PM, and SE included the presence of coronary artery disease, non-rebreather mask usage, high-flow oxygen therapy, mechanical ventilation, pressor usage, inpatient dialysis, steroid usage, sedative usage, narcotic usage, paralytic usage, elevated C-reactive protein levels, increased lung infiltration, the presence of PM and SE, mode of ventilation, duration of various respiratory support interventions, and severity of illness as indicated by APACHE and SOFA scores. These findings have important implications for the clinical management of patients with COVID-19 pneumonia, as they may help identify and closely monitor at-risk individuals, allowing for timely intervention and potentially improving clinical outcomes. Future research should focus on validating these predictors in larger cohorts and investigating the underlying mechanisms to develop targeted preventive and therapeutic strategies.