Background and Objectives: Descriptions of end-of-life in COVID-19 are limited to small cross-sectional studies. We aimed to assess end-of-life care in inpatients with COVID-19 at Alicante General University Hospital (ALC) and compare differences according to palliative and non-palliative sedation. Material and Methods: This was a retrospective cohort study in inpatients included in the ALC COVID-19 Registry (PCR-RT or antigen-confirmed cases) who died during conventional admission from 1 March to 15 December 2020. We evaluated differences among deceased cases according to administration of palliative sedation. Results: Of 747 patients evaluated, 101 died (13.5%). Sixty-eight (67.3%) died in acute medical wards, and 30 (44.1%) received palliative sedation. The median age of patients with palliative sedation was 85 years; 44% were women, and 30% of cases were nosocomial. Patients with nosocomial acquisition received more palliative sedation than those infected in the community (81.8% [9/11] vs 36.8% [21/57], p = 0.006), and patients admitted with an altered mental state received it less (20% [6/23] vs. 53.3% [24/45], p = 0.032). The median time from admission to starting palliative sedation was 8.5 days (interquartile range [IQR] 3.0–14.5). The main symptoms leading to palliative sedation were dyspnea at rest (90%), pain (60%), and delirium/agitation (36.7%). The median time from palliative sedation to death was 21.8 h (IQR 10.4–41.1). Morphine was used in all palliative sedation perfusions: the main regimen was morphine + hyoscine butyl bromide + midazolam (43.3%). Conclusions: End-of-life palliative sedation in patients with COVID-19 was initiated quite late. Clinicians should anticipate the need for palliative sedation in these patients and recognize the breathlessness, pain, and agitation/delirium that foreshadow death.