Coronavirus disease 2019 (COVID-19) infection is thought to increase thrombotic events by activating coagulation system and making endothelial damage. The frequency of severe acute respiratory syndrome coronavirus 2 pneumonia and pulmonary embolism has drawn attention. There are recommendations for prophylactic low-molecular-weight heparin (LMWH) for COVID-19 at hospitalized patients. However, there is no consensus regarding the duration and doses of LMWH given with COVID-19 treatment. We presented three cases of pulmonary embolism at different times of COVID-19 infection who were diagnosed with pulmonary embolism under anticoagulant treatment. Subsegmental thrombus was detected in computed thoracic pulmonary angiography in all cases and treated with LMWH in the hospital, two cases were discharged with warfarin and one case with LMWH. Care should be taken in dyspnea that develops in the of COVID-19 infection, especially in terms of subsegmental pulmonary embolism. This paper shows that COVID-19 is an important risk factor for venous thromboembolism and the duration and dose of anticoagulant treatment should be re-evaluated.