Background: A high incidence of venous thromboembolism (VTE) is reported in hospitalized COVID-19 patients, in particular in patients admitted to the intensive care unit (ICU). In patients with respiratory tract infections, including influenza A (H1N1), many studies have demonstrated an increased incidence of thromboses, but evidence is lacking regarding the risk difference (RD) of the occurrence of VTE between COVID-19 and non-COVID-19 patients. Methods: In this systematic review with meta-analysis, we evaluated the RD of the occurrence of VTE, pulmonary embolism (PE), and deep venous thrombosis (DVT) between COVID-19 and other pulmonary infection cohorts, in particular H1N1, and in an ICU setting. We searched for all studies comparing COVID-19 vs. non-COVID-19 regarding VTE, PE, and DVT. Results: The systematic review included 12 studies and 1,013,495 patients. The RD for VTE in COVID-19 compared to non-COVID-19 patients was 0.06 (95% CI 0.11–0.25, p = 0.011, I2 = 97%), and 0.16 in ICU (95% CI 0.045–0.27, p = 0.006, I2 = 80%). The RD for PE between COVID-19 and non-COVID-19 patients was 0.03 (95% CI, 0.006–0.045, p = 0.01, I2 = 89%). The RD for PE between COVID-19 and non-COVID-19 patients was 0.021 in retrospective studies (95% CI 0.00–0.04, p = 0.048, I2 = 92%) and 0.11 in ICU studies (95% CI 0.06–0.16, p < 0.001, I2 = 0%). Conclusions: The growing awareness and understanding of a massive inflammatory response combined with a hypercoagulable state that predisposes patients to thrombosis in COVID-19, in particular in the ICU, may contribute to a more appropriate strategy of prevention and earlier detection of the thrombotic events.