The primary objective of this study was to investigate the risk of ICU bloodstream infection (BSI) in critically ill COVID-19 patients compared to non-COVID-19 patients. Subsequently, we performed secondary analyses in order to explain the observed results. Methods: We conducted a matched case-cohort study, based on prospectively collected data from a large ICU cohort in France. Critically ill COVID-19 patients were matched with similar non-COVID-19 patients. ICU-BSI was defined by an infection onset occurring > 48 h after ICU admission. We estimated the effect of COVID-19 on the probability to develop an ICU-BSI using proportional subdistribution hazards models. Results: We identified 321 COVID-19 patients and 1029 eligible controls in 6 ICUs. Finally, 235 COVID-19 patients were matched with 235 non-COVID-19 patients. We observed 43 ICU-BSIs, 35 (14.9%) in the COVID-19 group and 8 (3.4%) in the non-COVID-19 group (p ≤ 0.0001), respectively. ICU-BSIs of COVID-19 patients were more frequently of unknown source (47.4%). COVID-19 patients had an increased probability to develop ICU-BSI, especially after 7 days of ICU admission. Using proportional subdistribution hazards models, COVID-19 increased the daily risk to develop ICU-BSI (sHR 4.50, 95% CI 1.82-11.16, p = 0.0012). Among COVID-19 patients (n = 235), a significantly increased risk for ICU-BSI was detected in patients who received tocilizumab or anakinra (sHR 3.20, 95% CI 1.31-7.81, p = 0.011) but not corticosteroids. Conclusions: Using prospectively collected multicentric data, we showed that the ICU-BSI risk was higher for COVID-19 than non-COVID-19 critically ill patients after seven days of ICU stay. Clinicians should be particularly careful on late ICU-BSIs in COVID-19 patients. Tocilizumab or anakinra may increase the ICU-BSI risk.