A selective decrease in the renal filtration of larger molecules is attributed to the shrinkage of glomerular pores, a condition termed Shrunken Pore Syndrome (SPS). SPS is associated with poor long-term prognosis. We studied SPS as a risk marker in a cohort of patients with COVID-19 treated in an intensive care unit. SPS was defined as a ratio < 0.7 when the estimated glomerular filtration rate (eGFR), determined by cystatin C, calculated by the Cystatin C Caucasian-Asian-Pediatric-Adult equation (CAPA), was divided by the eGFR determined by creatinine, calculated by the revised Lund–Malmö creatinine equation (LMR). Clinical data were prospectively collected. In total, SPS was present in 86 (24%) of 352 patients with COVID-19 on ICU admission. Patients with SPS had a higher BMI, Simplified Physiology Score (SAPS3), and had diabetes and/or hypertension more frequently than patients without SPS. Ninety-nine patients in the total cohort were women, 50 of whom had SPS. In dexamethasone-naïve patients, C-reactive protein (CRP ), TNF-alpha, and interleukin-6 did not differ between SPS and non-SPS patients. Demographic factors (gender, BMI) and illness severity (SAPS3) were independent predictors of SPS. Age and dexamethasone treatment did not affect the frequency of SPS after adjustments for age, sex, BMI, and acute severity. SPS is frequent in severely ill COVID-19 patients. Female gender was associated with a higher proportion of SPS. Demographic factors and illness severity were independent predictors of SPS.