Despite the identification of obesity as a risk factor for higher rates of hospital and Intensive Care Unit (ICU) admissions and complications due to COVID-19, the association between obesity and mortality in critically ill COVID-19 patients remains controversial, and the nutritional risk is little considered. Hence, our study sought to evaluate the association between obesity, nutritional risk, and mortality in critically ill patients diagnosed with COVID-19. Retrospective study were condutcted including adult critically ill COVID-19 patients admitted to an ICU between April 2020 and March 2021. Clinical and laboratory data were collected from electronic medical records. Obesity was classified by body mass index ≥ 30 kg/m2. A mNUTRIC score of ≥ 5 indicated high nutritional risk. Multiple Cox Regression was used to estimate the association between mNUTRIC, obesity, and mortality. From 71 patients aged 59 (± 15) years, 71.8 % were male. The frequencies of obesity (58.7 %) and death (49.3 %) were high, but obesity was not associated with mortality. Based on mNUTRIC, 85.9 % of patients were at high nutritional risk, presenting a higher frequency of mortality than patients at low nutritional risk (50.8 % vs 40.0 %; p = 0.014). Multiple Cox Regression showed that for each unit increase in mNUTRIC score the probability of death almost doubled, regardless of the presence of obesity (HR = 1.74; p < 0.001). A higher nutritional risk was positively associated with mortality in critically ill COVID-19 patients, regardless of obesity, showing the importance of early identification of nutritional risk for appropriate nutritional interventions in this population.