ICU survivors suffer from various long-term physical and psychological impairments. Memories from the critical illness may influence long-term psychological outcome. In particular, the role of ICU memories in COVID-19 critically ill patients is unknown. In a prospective observational study, we aimed to investigate patients’ memories from the experience of critical illness and their association with a six-month psychological outcome involving quality of life evaluation. Patients’ memories were investigated with ICU Memory tool, while psychological outcome and quality of life were evaluated by means of a battery of validated questionnaires during an in-person interview at the follow-up clinic. 149 adult patients were enrolled. 60% retained memories from pre-ICU days spent on a general ward, while 70% reported memories from the in-ICU period. Delusional memories (i.e., memories of facts that never happened) were reported by 69% of patients. According to a multivariable analysis, the lack of pre-ICU memories was an independent predictor of worse psychological outcomes in terms of anxiety, depression and Post-traumatic Stress Disorder (PTDS). Factors associated with long-term outcome in ICU survivors are not still fully understood and patients’ experience during the day spent before ICU admission may be associated with psychological sequelae.