COVID-19 may induce short- and long-term cognitive failures after recovery, but the underlying risk factors are still controversial. Here, we investigated whether (i) the odds of experiencing persistent cognitive failures differ based on the patients’ disease course severity and sex at birth; and (ii) the patients’ electrolytic profile in the acute stage represents a risk factor for persistent cognitive failures. We analysed data from 204 patients suffering from COVID-19 and hospitalised during the first pandemic wave. According to the 7-point WHO-OS scale, their disease course was classified as severe or mild. We investigated the presence of persistent cognitive failures collected after hospital discharge, while electrolyte profiles were collected during hospitalisation. The results showed that females who suffered from a mild course compared to a severe course of COVID-19 had a higher risk of presenting with persistent mental fatigue after recovery. Furthermore, in females who suffered from a mild course of COVID-19, persistent mental fatigue was related to electrolyte imbalance, in terms of both hypo- and hypernatremia, during hospitalisation in the acute phase. These findings have important implications for the clinical management of hospitalised COVID-19 patients. Attention should be paid to potential electrolyte imbalances, mainly in females suffering from mild COVID-19.