Patients admitted to hospital with coronavirus disease 2019 (COVID-19) may develop acute respiratory failure (ARF) with compromised gas exchange. These patients require oxygen and possibly ventilatory support, which can be delivered via different devices. Initially, oxygen therapy will often be administered through a conventional binasal oxygen catheter or air-entrainment mask. However, when higher rates of oxygen flow are needed, patients are often stepped up to high-flow nasal cannula oxygen therapy (HFNC), continuous positive airway pressure (CPAP), bilevel positive airway pressure (BiPAP), or invasive mechanical ventilation (IMV). BiPAP, CPAP, and HFNC may be beneficial alternatives to IMV for COVID-19-associated ARF. Current evidence suggests that when nasal catheter oxygen therapy is insufficient for adequate oxygenation of patients with COVID-19-associated ARF, CPAP should be provided for prolonged periods. Subsequent escalation to IMV may be implemented if necessary.