Coronavirus disease 2019 (COVID-19) pneumonia is associated to systemic hyper-inflammation and abnormal coagulation profile. D-dimer elevation is particularly frequent, and values higher than 1μg/mL have been associated with disease severity and in-hospital mortality. Previous retrospective studies found a high pulmonary embolism (PE) prevalence, however, it should be highlighted that diagnoses were only completed when PE was clinically suspected. Single-center prospective cohort study. Between April 6th and April 17th 2020, consecutive confirmed cases of COVID-19 pneumonia with D-dimer >1 μg/mL underwent computed tomography pulmonary angiography (CTPA) to investigate the presence and magnitude of PE. Demographic and laboratory data, comorbidities, CTPA scores, administered treatments, and, clinical outcomes were analysed and compared between patients with and without PE. Thirty consecutive patients (11 women) were included. PE was diagnosed in 15 patients (50%). In patients with PE, emboli were located mainly in segmental arteries (86%) and bilaterally (60%). Patients with PE were significantly older (median age 67.0 (IQR 63.0-73.0) vs. 57.0 (IQR 48.0-69.0) years, p = .048) and did not differ in sex or risk factors for thromboembolic disease from the non-PE group. D-dimer, platelet count, and, C reactive protein values were significantly higher among PE patients. D-dimer values correlated with the radiologic magnitude of PE (p<0.001). Patients with COVID-19 pneumonia and D-dimer values higher than 1 μg/mL presented a high prevalence of PE, regardless of clinical suspicion. We consider that these findings could contribute to improve the prognosis of patients with COVID-19 pneumonia, by initiating anticoagulant therapy when a PE is found.