As the COVID-19 pandemic progresses, awareness of uncommon presentations of the disease increases. Such is the case with pneumothorax and pneumomediastinum. Recent evidence suggested that these can occur in the context of COVID-19 pneumonia, even in the absence of mechanical ventilation-related barotrauma. We present two patients with COVID-19 pneumonia complicated by pneumomediastinum. The first patient was a 55-year-old woman who developed COVID-19 pneumonia. Her clinical course was complicated by pneumothorax and pneumomediastinum, and, unfortunately, she died 2 days following the admission. The second patient was a 31-year-old man who developed a small pneumomediastinum and was managed conservatively. He had a spontaneous resolution of the pneumomediastinum and was discharged 19 days later. None of our patients required invasive or noninvasive positive pressure ventilation. We performed a literature review of COVID-19 pneumonia cases that developed pneumothorax, pneumomediastinum, or both. The analysis showed that the latter had high mortality (60%). Thus, it is necessary to pay attention to these complications as early identification and management can reduce the associated morbidity and mortality.