Encephalopathy is a neurological complication of COVID-19. The objective of this exploratory study is to investigate the link between systemic inflammation and brain microstructural changes (measured by diffusion-weighted imaging) in patients with COVID-19 encephalopathy. 20 patients with COVID-19 encephalopathy (age: 67.3  ± 10.0 years; 90% men) hospitalized in the Geneva University Hospitals for a SARS-CoV-2 infection between March and May 2020 were included in this retrospective cohort study. COVID-19 encephalopathy was diagnosed following a comprehensive neurobiological evaluation, excluding common causes of delirium, such as hypoxemic or metabolic encephalopathy. We investigated the correlation between systemic inflammation (measured by systemic C-reactive protein (CRP)) and brain microstructural changes in radiologically normal white matter (measured by apparent diffusion coefficient (ADC)) in nine spatially widespread regions of the white matter previously associated with delirium. Systemic inflammation (CRP = 60.8 ± 50.0 mg/L) was positively correlated with ADC values in the anterior corona radiata (p = 0.0089), genu of the corpus callosum (p = 0.0064) and external capsule (p = 0.0086) after adjusting for patients' age. No statistically significant association between CRP and ADC was found in the other six white matter regions. Our findings indicate high risk of white matter abnormalities in COVID-19 encephalopathy patients with high peripheral inflammatory markers, suggesting aggressive imaging monitoring may be warranted in these patients. Future studies should clarify a possible specificity of the spatial patterns of CRP-white matter microstructure association in COVID-19 encephalopathy patients and disentangle the role of individual cytokines on brain inflammatory mechanisms.