Background Venous thromboembolism (VTE) with the prevalence of pulmonary microcirculatory thrombosis is considered a common complication of novel coronavirus disease (COVID-19) that develops despite anticoagulation. Methods The clinical course of the disease and the autopsy findings of seven deceased patients with verified COVID-19 were analyzed. The chest computed tomography (CT) scan was routinely performed while CT pulmonary angiography and a duplex ultrasound scan (DUS) of the lower limbs were used in cases of suspected VTE. The VTE prophylaxis was administered to all patients with intermediate or therapeutic doses of low-molecular-weight heparin. The histological examination of the lung tissue and other organs was performed with particular attention paid to the pulmonary vasculature. Results Venous thromboembolism, including deep vein thrombosis in one patient and pulmonary artery thrombosis in two patients, was confirmed by imaging tests despite anticoagulation. Systemic thrombolysis was performed in two patients with putative and confirmed pulmonary embolism. An autopsy revealed the signs of acute respiratory distress syndrome in all seven patients. Abnormalities of lung vessels were found in all cases and were represented by dystrophy and necrosis in the endothelium and muscle fibers, and by infiltration by plasmatic cells, neutrophils, and lymphocytes. Multiple clots of variable maturity were observed. All those changes developed despite anticoagulation and were preserved after systemic thrombolysis. Conclusion Inflammatory and prothrombotic changes in the arterial wall in parallel with the lack of lung perfusion may cause diffuse arterial thrombosis in the lungs. This background may be responsible for the low response to systemic anticoagulation and thrombolysis in severe forms of COVID-19.