Background: Numerous tools, including nutritional and inflammatory markers, have been evaluated as the predictors of poor outcomes in COVID-19 patients. This study aims to verify the predictive role of the prognostic nutritional index (PNI), CONUT Score, and inflammatory markers (monocyte to lymphocyte ratio (MLR), neutrophil to lymphocyte ratio (NLR), platelet to lymphocyte ratio (PLR), systemic inflammatory index (SII), Systemic Inflammation Response Index (SIRI), and Aggregate Index of Systemic Inflammation (AISI)) in cases of deep vein thrombosis (DVT) and acute pulmonary embolism (APE) risk, as well as mortality, in COVID-19 patients. Methods: The present study was designed as an observational, analytical, retrospective cohort study, and included 899 patients over the age of 18 who had a COVID-19 infection, confirmed through real time-polymerase chain reaction (RT-PCR), and were admitted to the County Emergency Clinical Hospital and Modular Intensive Care Unit of UMFST “George Emil Palade” of Targu Mures, Romania between January 2020 and March 20212. Results: Non-Surviving patients were associated with a higher incidence of chronic kidney disease (p = 0.01), cardiovascular disease (atrial fibrillation (AF) p = 0.01; myocardial infarction (MI) p = 0.02; peripheral arterial disease (PAD) p = 0.0003), malignancy (p = 0.0001), tobacco (p = 0.0001), obesity (p = 0.01), dyslipidemia (p = 0.004), and malnutrition (p < 0.0001). Multivariate analysis showed that both nutritional and inflammatory markers had a high baseline value and were all independent predictors of adverse outcomes for all enrolled patients (for all p < 0.0001). The presence of PAD, malignancy, and tobacco, were also independent predictors of all outcomes. Conclusions: According to our findings, higher MLR, NLR, PLR, SII, SIRI, AISI, CONUT Score, and lower PNI values at admission strongly predict DVT risk, APE risk, and mortality in COVID-19 patients. Moreover, PAD, malignancy, and tobacco, all predicted all outcomes, while CKD predicts APE risk and mortality, but not the DVT risk.