COVID-19 pneumonia is one of the diseases that can cause hypercoagulability. It is not uncommon to encounter arterial or venous thromboembolic events during COVID-19 infection. In this case, we wanted to discuss a case of a pulmonary embolism due to COVID-19 infection, which developed despite the usage of therapeutic dosage of anticoagulants. A 41-year-old male patient with a known diabetes mellitus was admitted to our clinic with complaints of cough and headache. The patient was found to be COVID-19 positive. Along with steroid treatment, 2x6,000 IU enoxaparin treatment was initiated for the patient. He developed sudden respiratory distress and showed an increase in oxygen demand. D-dimer value increased abruptly to 35.2 mg/L. Pulmonary CT angiography showed multiple bilateral subsegmental pulmonary embolisms. Since COVID-19 infection can cause arterial and venous thromboembolic events in patients following up with COVID-19 pneumonia, prophylactic anticoagulation should be initiated in hospitalized patients. Attention should be paid to signs of bleeding, and dose adjustment should be made by monitoring coagulation parameters.