Pulmonary megakaryocytes participate in the pathogenesis of lung damage, particularly in acute lung injury. Although megakaryocytes are not mentioned as a characteristic histologic finding associated to pulmonary injury, a few studies reveal that their number is increased in diffuse alveolar damage (DAD). In this autopsy study, we have observed a relevant number of pulmonary megakaryocytes in COVID-19 patients dying with acute lung injury (7.61 ± 5.59 megakaryocytes per 25 high-power fields vs. 1.14 ± 0.86 for the control group, p < 0.05). We analyzed samples of 18 patients, most of whom died after prolonged disease and use of mechanical ventilation. Most patients showed advanced DAD and abnormal coagulation parameters with high levels of fibrinogen, D-dimers, and variable thrombocytopenia. For comparison, pulmonary samples from a group of 14 non-COVID-19 patients dying with DAD were reviewed. They showed similar pulmonary histopathologic findings and an increase in the number of megakaryocytes (4 ± 4.17 vs. 1.14 ± 0.86 for the control group, p < 0.05). Megakaryocyte count in the COVID-19 group was greater but did not reach statistical significance (7.61 ± 5.59 vs. 4 ± 4.17, p = 0.063). Regardless of the cause, pulmonary megakaryocytes are increased in patients with DAD. Their high number seen in COVID-19 patients suggests a relation with the thrombotic events so often seen these patients. Since the lung is considered an active site of megakaryopoiesis, a prothrombotic status leading to platelet activation, aggregation and consumption may trigger a compensatory pulmonary response.