Background: Autonomic function and baroreflex control might influence the survival rate of coronavirus disease 2019 (COVID-19) patients admitted to the intensive care unit (ICU) compared to respiratory failure patients without COVID-19 (non-COVID-19). This study describes physiological control mechanisms in critically ill COVID-19 patients admitted to the ICU in comparison to non-COVID-19 individuals with the aim of improving stratification of mortality risk. Methods: We evaluated autonomic and baroreflex control markers extracted from heart period (HP) and systolic arterial pressure (SAP) variability acquired at rest in the supine position (REST) and during a modified head-up tilt (MHUT) in 17 COVID-19 patients (age: 63 ± 10 years, 14 men) and 33 non-COVID-19 patients (age: 60 ± 12 years, 23 men) during their ICU stays. Patients were categorized as survivors (SURVs) or non-survivors (non-SURVs). Results: We found that COVID-19 and non-COVID-19 populations exhibited similar vagal and sympathetic control markers; however, non-COVID-19 individuals featured a smaller baroreflex sensitivity and an unexpected reduction in the HP-SAP association during the MHUT compared to the COVID-19 group. Nevertheless, none of the markers of the autonomic and baroreflex functions could distinguish SURVs from non-SURVs in either population. Conclusions: We concluded that COVID-19 patients exhibited a more preserved baroreflex control compared to non-COVID-19 individuals, even though this information is ineffective in stratifying mortality risk.