Critically ill COVID-19 patients are at high risk for venous thromboembolism (VTE), namely deep vein thrombosis (DVT) and/or pulmonary embolism (PE), and death. The optimal anticoagulation strategy in critically ill patients with COVID-19 remains unknown. This study investigated the ante mortem incidence as well as postmortem prevalence of VTE, the factors predictive of VTE, and the impact of changed anticoagulation practice on patient survival. We conducted a consecutive retrospective analysis of postmortem COVID-19 (n = 64) and non-COVID-19 (n = 67) patients, as well as ante mortem COVID-19 (n = 170) patients admitted to the University Medical Center Hamburg-Eppendorf (Hamburg, Germany). Baseline patient characteristics, parameters related to the intensive care unit (ICU) stay, and the clinical and autoptic presence of VTE were evaluated and statistically compared between groups. The occurrence of VTE in critically ill COVID-19 patients is confirmed in both ante mortem (17%) and postmortem (38%) cohorts. Accordingly, comparing the postmortem prevalence of VTE between age- and sex-matched COVID-19 (43%) and non-COVID-19 (0%) cohorts, we found the statistically significant increased prevalence of VTE in critically ill COVID-19 cohorts (p = 0.001). A change in anticoagulation practice was associated with the statistically significant prolongation of survival time (HR: 2.55, [95% CI 1.41-4.61], p = 0.01) and a reduction in VTE occurrence (54% vs. 25%; p = 0.02). In summary, in the autopsy as well as clinical cohort of critically ill patients with COVID-19, we found that VTE was a frequent finding. A change in anticoagulation practice was associated with a statistically significantly prolonged survival time.