Background: The COVID-19 pandemic disproportionately affected vulnerable populations like Roma patients in Western Romania due to marginalization and limited healthcare access. Methods: A retrospective study analyzed COVID-19 cases between March 2020 and August 2022 using data from the Directorate of Public Health in Timis county. Demographic, epidemiological, clinical, and laboratory data were assessed, along with risk factors and biomarkers for ICU admission and mortality prediction. The following biomarkers were assessed: C-reactive protein (CRP), ferritin (FER), IL-6, D-dimers, lactate dehydrogenase (LDH), high density lipoprotein cholesterol (HDL), and 25-OH vitamin D (25-OHD). Results: In comparison with the general population (GP), Roma patients were more overweight (p = 0.0292), came from rural areas (p = 0.0001), could not recall transmission source (p = 0.0215), were admitted to the intensive care unit (ICU, p = 0.0399) more frequently, had worse symptomatology (p = 0.0490), showed more elevated levels of CRP (p = 0.0245) and IL-6 (p < 0.0001) and lower levels of HDL (p = 0.0008) and 25-OHD (p = 0.0299). A stronger, significant correlation was observed between CRP and severity (rho = 0.791 vs. 0.433 in GP), and an inverse stronger significant one was observed between HDL and severity (rho = −0.850 vs. −0.734 in GP) in the Roma patients. The male sex continues to be an important risk factor for ICU admission (OR = 2.379) and death (OR = 1.975), while heavy smoking was more important in relation to ICU admission (OR = 1.768). Although the Roma ethnicity was 1.454 times more at risk of ICU admission than the GP, this did not prove statistically significant (p = 0.0751). CRP was the most important predictive factor in regards to admission to the ICU for both Roma (OR = 1.381) and the GP (OR = 1.110) and in regards to death (OR = 1.154 for Roma, OR = 1.104 for GP). A protective effect of normal values of HDL and 25-OHD was observed in the GP for both ICU admission (OR = 0.947, 0.853, respectively) and death (OR = 0.920, 0.921, respectively), while for the Roma group, normal 25-OHD values were only considered protective in regards to death (OR = 0.703). Cutoff values for ICU admission were 28.98 mg/L for Roma and 29.03 mg/L for GP patients, with high specificity for both groups (over 95). Conclusions: Higher rates of ICU admissions, severe symptomatology, and distinct laboratory biomarker profiles among Roma patients emphasize the critical importance of personalized care strategies and targeted interventions to mitigate the disproportionate burden of COVID-19 on vulnerable communities. CRP values at admission have had a clear impact as a risk assessment biomarker for Roma patients, while the significance of IL-6, HDL, and 25-OHD should also not be overlooked in these patients.