The presenting symptoms and features of COVID-19 are non-specific and may be extrapulmonary complications such as thrombotic disorders but also pneumothorax, pneumomediastinum and subcutaneous emphysema; which are well-known complications of mechanical ventilation. Nevertheless, pneumothorax and/or pneumomediastinum, could complicate the course of a COVID-19 disease even in the absence of barotrauma involved. Herein, we report the case of a 55-year-old man with a previous history of erythroblastopenia due to thymoma admitted for COVID-19-related acute respiratory distress syndrome (ARDS) who simultaneously developed spontaneous tension pneumothorax, pneumomediastinum, subcutaneous emphysema and acute bilateral pulmonary embolism as presenting features of COVID-19 while on high-flow nasal cannula. This rare case highlights the importance of screening for other coexisting alternative diagnoses at the initial presentation of a patient suspected of COVID-19.