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Background Over 40 000 patients with COVID-19 have been hospitalised in New York City (NY, USA) as of April 28, 2020. Data on the epidemiology, clinical course, and outcomes of critically ill patients with COVID-19 in this setting are needed. Methods This prospective observational cohort study took place at two NewYork-Presbyterian hospitals affiliated with Columbia University Irving Medical Center in northern Manhattan. We prospectively identified adult patients (aged ≥18 years) admitted to both hospitals from March 2 to April 1, 2020, who were diagnosed with laboratory-confirmed COVID-19 and were critically ill with acute hypoxaemic respiratory failure, and collected clinical, biomarker, and treatment data. The primary outcome was the rate of in-hospital death. Secondary outcomes included frequency and duration of invasive mechanical ventilation, frequency of vasopressor use and renal replacement therapy, and time to in-hospital clinical deterioration following admission. The relation between clinical risk factors, biomarkers, and in-hospital mortality was modelled using Cox proportional hazards regression. Follow-up time was right-censored on April 28, 2020 so that each patient had at least 28 days of observation. Findings Between March 2 and April 1, 2020, 1150 adults were admitted to both hospitals with laboratory-confirmed COVID-19, of which 257 (22%) were critically ill. The median age of patients was 62 years (IQR 51-72), 171 (67%) were men. 212 (82%) patients had at least one chronic illness, the most common of which were hypertension (162 [63%]) and diabetes (92 [36%]). 119 (46%) patients had obesity. As of April 28, 2020, 101 (39%) patients had died and 94 (37%) remained hospitalised. 203 (79%) patients received invasive mechanical ventilation for a median of 18 days (IQR 9-28), 170 (66%) of 257 patients received vasopressors and 79 (31%) received renal replacement therapy. The median time to in-hospital deterioration was 3 days (IQR 1-6). In the multivariable Cox model, older age (adjusted hazard ratio [aHR] 1·31 [1·09-1·57] per 10-year increase), chronic cardiac disease (aHR 1·76 [1·08-2·86]), chronic pulmonary disease (aHR 2·94 [1·48-5·84]), higher concentrations of interleukin-6 (aHR 1·11 [95%CI 1·02-1·20] per decile increase), and higher concentrations of D-dimer (aHR 1·10 [1·01-1·19] per decile increase) were independently associated with in-hospital mortality. Interpretation Critical illness among patients hospitalised with COVID-19 in New York City is common and associated with a high frequency of invasive mechanical ventilation, extrapulmonary organ dysfunction, and substantial in-hospital mortality. Funding National Institute of Allergy and Infectious Diseases and the National Center for Advancing Translational Sciences, National Institutes of Health, and the Columbia University Irving Institute for Clinical and Translational Research.