Introduction: Acute kidney injury (AKI) is a frequent complication in coronavirus disease 2019 (COVID-19) patients admitted to intensive care unit (ICU) for severe respiratory failure. The aim is to evaluate the rate of AKI, defined according to Kidney Disease: Improving Global Outcome guidelines, in a series of critical COVID-19 patients admitted to the ICU of a single tertiary teaching hospital. Methods: From April to May 2020, all consecutive critically ill COVID-19 patients admitted to the ICU who did not meet exclusion criteria (length of ICU stay <48 h, ESRD requiring dialysis, and patients still hospitalized in ICU at the time of data analysis) were enrolled in this study. Patients were stratified according to the highest AKI stage attained during ICU stay. Results: Sixty-one patients were included in the analysis. AKI was observed in 35/61 patients (57.4%): 25/35 episodes (71.4%) were observed within the first 7 days. AKI was classified as follows: 17.1% stage 1, 25.7% stage 2, and 57.2% stage 3. Fourteen out of 20 stage-3 patients required continuous renal replacement therapy (CRRT), mostly related to persistent oliguria. The overall ICU mortality was 68.9%, and it was higher in patients developing AKI if compared to no-AKI patients (p = 0.006). Renal function recovery of any grade was observed in 14 out of 35 AKI patients (40%). Among patients undergoing CRRT, 13 patients were still dialysis dependent at the time of death. Conclusion: In critical COVID-19 patients, ICU mortality is particularly high, especially in patients developing AKI. An accurate monitoring of renal function in early phases of respiratory failure should be ensured in order to timely apply any strategy aimed at limiting renal complications during ICU stay.