The primary objective of this study was to compare the plasma levels of copper, selenium, and zinc between critically ill COVID-19 patients and less severe COVID-19 patients. The secondary objective was to investigate the association of these trace element levels with adverse outcomes, including the duration of mechanical ventilation, occurrence of septic shock, and mortality in critically ill COVID-19 patients. All COVID-19 patients admitted to the ICU of the Geneva University Hospitals between 9 March 2020 and 19 May 2020 were included in the study. Plasma levels of copper, selenium and zinc were measured on admission to the ICU and compared with levels measured in COVID-19 patients hospitalized on the ward and in non-hospitalized COVID-19 patients. To analyze the association of trace elements with clinical outcomes, multivariate linear and logistic regressions were performed. Patients in the ICU had significantly lower levels of selenium and zinc and higher levels of copper compared to COVID-19 patients hospitalized on the ward and in non-hospitalized COVID-19 patients. In ICU patients, lower zinc levels tended to be associated with more septic shock and increased mortality compared to those with higher zinc levels (p = 0.07 for both). Having lower copper or selenium levels was associated with a longer time under mechanical ventilation (p = 0.01 and 0.04, respectively). These associations remained significant in multivariate analyses (p = 0.03 for copper and p = 0.04 for selenium). These data support the need for interventional studies to assess the potential benefit of zinc, copper and selenium supplementation in severe COVID-19 patients.