Retrospective, observational cohort study. ICUs at two large, urban, academic referral hospitals. All consecutive adult patients admitted to the ICU from March 1, 2020, to June 7, 2020, with COVID-19 with clinical biomarkers and delirium assessments performed. None. Daily concentrations of CRP, d-dimer, and ferritin were obtained. Coma (assessed by Richmond Agitation-Sedation Scale) and delirium (assessed by Confusion Assessment Method for the ICU/Confusion Assessment Method for the ICU-7) were measured bid. A cohort of 197 ICU patients with COVID-19 were included. Higher d-dimer (odds ratio [OR], 1.57; 95% CI, 1.17-2.12; p < 0.01) and ferritin quartiles (OR, 1.36; 95% CI, 1.02-1.81; p < 0.01) were associated with greater odds of the composite outcome of delirium/coma next day. d-dimer was associated with greater odds of next day delirium (OR, 1.49; 95% CI, 1.14-1.94; p < 0.01) and coma independently (OR, 1.52; 95% CI, 1.08-2.14; p = 0.017). Higher ferritin quartiles were associated with greater odds of next day delirium (OR, 1.33; 95% CI, 1.04-1.70; p = 0.026) and coma independently (OR, 1.59; 95% CI, 1.14-2.23; p < 0.01). Higher CRP quartiles were associated with coma (OR, 1.36; 95% CI, 1.03-1.79; p = 0.030) and delirium severity the next day (β = 0.30; se, 0.07; p ≤ 0.01). Our hypothesis-generating study found d-dimer and ferritin were associated with delirium/coma the following day, as well as delirium and coma independently. CRP was associated with next day coma and delirium severity. Larger studies to validate these results are needed.