Background: Neuroinvasive properties of SARS-CoV-2 have allowed the hypothesis of several pathogenic mechanisms related to acute and chronic neurological sequelae. However, neuropathological correlates have been poorly systematically investigated, being retrieved from reports of single case or limited case series still. Methods: A PubMed search was carried out to review all publications on autopsy in subjects with “COronaVIrus Disease-19” (COVID-19). Among them, we focused on histological findings of the brain, which were compared with those from the authors’ autoptic studies performed in some COVID-19 patients. Results: Only seven studies reported histological evidence of brain pathology in patients deceased for COVID-19, including three with reverse transcription–quantitative polymerase chain reaction evidence of viral infection. All these studies, in line with our experience, showed vascular-related and infection-related secondary inflammatory tissue damage due to an abnormal immune response. It is still unclear, however, whether these findings are the effect of a direct viral pathology or rather reflect a non-specific consequence of cardiovascular and pulmonary disease on the brain. Conclusions: Notwithstanding the limited evidence available and the heterogeneity of the studies, we provide a preliminary description of the relationship between SARS-CoV-2 and brain sequelae. Systematic autoptic investigations are needed for accurate detection and adequate management of these patients.