Background: This prospective, multicentre, observational INVIDIa-2 study is investigating the clinical efficacy of influenza vaccination in advanced-cancer patients receiving immune-checkpoint inhibitors (ICIs), enrolled in 82 Italian centres, from October 2019 to January 2020. The primary endpoint was the incidence of influenza-like illness (ILI) until 30 April 2020. All the ILI episodes, laboratory tests, complications, hospitalizations and pneumonitis were recorded. Therefore, the study prospectively recorded all the COVID-19 ILI events. Patients and methods: Patients were included in this non-prespecified COVID-19 analysis, if alive on 31 January 2020, when the Italian government declared the national emergency. The prevalence of confirmed COVID-19 cases was detected as ILI episode with laboratory confirmation of SARS-CoV-2. Cases with clinical-radiological diagnosis of COVID-19 (COVID-like ILIs), were also reported. Results: Out of 1257 enrolled patients, 955 matched the inclusion criteria for this unplanned analysis. From 31 January to 30 April 2020, 66 patients had ILI: 9 of 955 cases were confirmed COVID-19 ILIs, with prevalence of 0.9% [95% confidence interval (CI): 0.3–2.4], a hospitalization rate of 100% and a mortality rate of 77.8%. Including 5 COVID-like ILIs, the overall COVID-19 prevalence was 1.5% (95% CI: 0.5–3.1), with 100% hospitalization and 64% mortality. The presence of elderly, males and comorbidities was significantly higher among patients vaccinated against influenza versus unvaccinated ( p = 0.009, p < 0.0001, p < 0.0001). Overall COVID-19 prevalence was 1.2% for vaccinated (six of 482 cases, all confirmed) and 1.7% for unvaccinated (8 of 473, 3 confirmed COVID-19 and 5 COVID-like), p = 0.52. The difference remained non-significant, considering confirmed COVID-19 only ( p = 0.33). Conclusion: COVID-19 has a meaningful clinical impact on the cancer-patient population receiving ICIs, with high prevalence, hospitalization and an alarming mortality rate among symptomatic cases. Influenza vaccination does not protect from SARS-CoV-2 infection.