The clinical features of COVID-19 have a considerable range from a mild illness to severe disease. Underlying pathophysiological mechanisms of the rapidly progressive, and often fatal, pulmonary disease frequently observed in COVID-19 need to be elucidated, in order to develop new treatment strategies for different disease endotypes. Fatal cases can display features of a cytokine storm, which may be related to hemophagocytic lymphohistiocytosis. Also, a spectrum of vascular changes, including microvascular damage, is known to accompany severe COVID-19. In this paper, we describe the co-occurrence of hemophagocytic lymphohistiocytosis and extensive pulmonary microvascular damage with thrombosis and its sequelae in a patient with fatal COVID-19. We believe these response patterns may be linked by common mechanisms involving hypercytokinemia and require further investigation as a fatal constellation in COVID-19, to generate appropriate treatment in patients who display these combined features.