Background: Pulmonary thromboembolism (PTE) is a common complication of SARS-CoV-2, which raises the COVID-19 disease’s fatality rate from 3% to 45%. Nevertheless, due to fairly indistinguishable clinical symptoms and a lack of validated clinical prediction models, PTE diagnosis in COVID-19 patients is challenging. This study aims to investigate the applicability of hematological indices to predict PTE incidence and its severity in SARS-CoV-2 patients. Methods: A retrospective cohort study was conducted on hospitalized patients with a confirmed diagnosis of SARS-CoV-2 infection who underwent CT angiography to assess probable PTE in them. The correlation between CBC parameters one day prior to CT angiography and CT angiography outcomes, and simplified Pulmonary Embolism Severity Index (s-PESI) was investigated. Results: We discovered that among individuals with a probable PTE, males and those with higher platelet-to-lymphocyte (PLR) and neutrophil-to-lymphocyte (NLR) ratios had a greater likelihood of PTE incidence. PLR was a significant and independent predictor of PTE. Moreover, a higher neutrophil count was associated with a higher s-PESI score in COVID-19 patients developing PTE. Conclusions: Among haematological indices, NLR and more precisely PLR are cost-effective and simply calculable markers that can assist physicians in determining whether or not COVID-19 patients with clinically probable PTE require CT angiography and the higher neutrophil count can be employed as an indicator of PTE severity in COVID-19 patients. Further large multicenter and prospective studies are warranted to corroborate these observations.