The COVID-19 pandemic has been the most significant health crisis in recent global history. Early studies from Wuhan highlighted COVID-19-associated coagulopathy and a significant association with mortality was soon recognised. As research continues across the world, more evidence is emerging of the cross-talk between the innate immune system, coagulation activation and inflammation. Immunothrombosis has been demonstrated to play a key role in the pathophysiology of severe COVID-19, with extracellular histones and neutrophil extracellular traps detected in the plasma and cardiopulmonary tissues of critically ill patients. Targeting the components of immunothrombosis is becoming an important factor in the treatment of patients with COVID-19 infection. Recent studies report outcomes of intermediate and therapeutic anticoagulation in hospitalised patients with varying severities of COVID-19 disease, including optimal dosing and associated bleeding risks. Immunomodulatory therapies, including corticosteroids and IL-6 receptor antagonists, have been demonstrated to significantly reduce mortality in COVID-19 patients. As the pandemic continues, more studies are required to understand the driving factors and upstream mechanisms for coagulopathy and immunothrombosis in COVID-19, and thus potentially develop more targeted therapies for SARS-CoV-2 infection, both in the acute phase and in those who develop longer-term symptom burden.