Neurofilament light chain (NfL) is a specific biomarker of neuro-axonal damage. Matrix metalloproteinases (MMPs) are zinc-dependent enzymes involved in blood–brain barrier (BBB) integrity. We explored neuro-axonal damage, alteration of BBB integrity and SARS-CoV-2 RNA presence in COVID-19 patients with severe neurological symptoms (neuro-COVID) as well as neuro-axonal damage in COVID-19 patients without severe neurological symptoms according to disease severity and after recovery, comparing the obtained findings with healthy donors (HD). Overall, COVID-19 patients (n = 55) showed higher plasma NfL levels compared to HD (n = 31) (p n = 28) (p = 0.0005). After recovery, plasma NfL levels were still higher in ARDS patients compared to HD (p = 0.0037). In neuro-COVID patients (n = 12), higher CSF and plasma NfL, and CSF MMP-2 levels in ARDS than non-ARDS group were observed (p = 0.0357, p = 0.0346 and p = 0.0303, respectively). SARS-CoV-2 RNA was detected in four CSF and two plasma samples. SARS-CoV-2 RNA detection was not associated to increased CSF NfL and MMP levels. During COVID-19, ARDS could be associated to CNS damage and alteration of BBB integrity in the absence of SARS-CoV-2 RNA detection in CSF or blood. CNS damage was still detectable after discharge in blood of COVID-19 patients who developed ARDS during hospitalization.