Severe COVID-19 infections are at high risk of causing thromboembolic events (TEEs). However, the usual exams may be unavailable or unreliable in predicting the risk of TEEs at admission or during hospitalization. We performed a retrospective analysis of two centers (n = 124 patients) including severe COVID-19 patients to determine the specific risk factors of TEEs in SARS-CoV-2 infection at admission and during stays at the intensive care unit (ICU). We used stepwise regression to create two composite scores in order to predict TEEs in the first 48 h (H0–H48) and during the first 15 days (D1–D15) in ICU. We then evaluated the performance of our scores in our cohort. During the period H0–H48, patients with a TEE diagnosis had higher D-Dimers and ferritin values at day 1 (D1) and day 3 (D3) and a greater drop in fibrinogen between D1 and D3 compared with patients without TEEs. Over the period D1-D15, patients with a diagnosis of a TEE showed a more marked drop in fibrinogen and had higher D-Dimers and lactate dehydrogenase (LDH) values at D1 and D3. Based on ROC analysis, the COVID-related acute lung and deep vein thrombosis (CALT) 1 score, calculated at D1, had a diagnostic performance for TEEs at H0–H48, estimated using an area under the curve (AUC) of 0.85 (CI95%: 0.76–0.93,p< 10−3). The CALT 2 score, calculated at D3, predicted the occurrence of TEEs over the period D1-D15 with an estimated AUC of 0.85 (CI95%: 0.77–0.93,p< 10−3). These two scores were used as the basis for the development of the CALT protocol, a tool to assist in the decision to use anticoagulation during severe SARS-CoV-2 infections. The CALT scores showed good performances in predicting the risk of TEEs in severe COVID-19 patients at admission and during ICU stays. They could, therefore, be used as a decision support protocol on whether or not to initiate therapeutic anticoagulation.