In this paper, we describe a case of COVID-19 pneumonia complicated by alveolar air leakage syndrome without prior positive pressure ventilation. Our patient was a 55-year-old nonsmoker male with a previous history of marginal B-cell lymphoma diagnosed ten years ago who presented to the emergency department with cough, dyspnea, and respiratory distress. The COVID-19 diagnosis was confirmed based on a polymerase chain reaction (PCR) test for severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). The unenhanced chest computed tomography (CT) obtained on the first day of admission demonstrated bilateral multifocal ground-glass opacities and consolidation, extensive pneumomediastinum, bilateral pneumothorax, a rim of pneumopericardium, and right-sided subcutaneous emphysema. Despite the initiation of supportive care, antiviral and antibiotic therapy, he passed away due to septic shock. In conclusion, spontaneous alveolar air leakage, characterized by spontaneous pneumomediastinum, pneumopericardium, pneumothorax, and subcutaneous emphysema, is a rare complication of COVID-19, which may be linked with a severe course of the disease.