Background: The incidence of candidemia in severe COVID-19 patients (0.8–14%) is two- to ten-fold higher than in non-COVID-19 patients. Methods: This retrospective analysis aimed to analyse the incidence of bloodstream infections (BSI) due to Candida in a cohort of COVID-19 patients supported with ECMO. Results: Among 138 intubated and ventilated patients hospitalized for ≥10 days in the intensive care unit of a teaching hospital, 45 (32.6%) patients received ECMO support, while 93 patients (67.4%) did not meet ECMO criteria and were considered the control group. In the ECMO group, 16 episodes of candidaemia were observed, while only 13 in patients of the control group (36.0% vs. 14.0%, p-value 0.004). It was confirmed at the survival analysis (SHR: 2.86, 95% CI: 1.39–5.88) and at the multivariable analyses (aSHR: 3.91, 95% CI: 1.73–8.86). A higher candida score seemed to increase the hazard for candidemia occurrence (aSHR: 3.04, 95% CI: 2.09–4.42), while vasopressor therapy was negatively associated with the outcome (aSHR: 0.15, 95% CI: 0.05–0.43). Conclusions: This study confirms that the incidence of candidemia was significantly higher in critically ill COVID-19 patients supported with VV-ECMO than in critically ill COVID patients who did not meet criteria for VV-ECMO.