Background: Neurological symptoms (NS) in COVID-19 are related to both acute stage and long-COVID. We explored levels of brain injury biomarkers (NfL and GFAP) and myeloid activation marker (sCD163) and their implications on the CNS. Materials and Methods: In hospitalized COVID-19 patients plasma samples were collected at two time points: on hospital admission (baseline) and three months after hospital discharge (Tpost). Patients were stratified according to COVID-19 severity based on acute respiratory distress syndrome (ARDS) onset (severe and non-severe groups). A further stratification according to the presence of NS (with and without groups) at baseline (requiring a puncture lumbar for diagnostic purposes) and according to NS self-referred at Tpost was performed. Finally, cerebrospinal fluid (CSF) samples were collected from patients with NS present at baseline. Results: We enrolled 144 COVID-19 patients (62 female/82 male; median age [interquartile range, IQR]): 64 [55–77]) and 53 heathy donors (HD, 30 female/23 male; median age [IQR]: 64 [59–69]). At baseline, higher plasma levels of NfL, GFAP and sCD163 in COVID-19 patients compared to HD were observed (p < 0.0001, p < 0.0001 and p < 0.0001, respectively), especially in those with severe COVID-19 (p < 0.0001, p < 0.0001 and p < 0.0001, respectively). Patients with NS showed higher plasma levels of NfL, GFAP and sCD163 compared to those without (p = 0.0023, p < 0.0001 and 0.0370, respectively). At baseline, in COVID-19 patients with NS, positive correlations between CSF levels of sCD163 and CSF levels of NfL (ρ = 0.7536, p = 0.0017) and GFAP were observed (ρ = 0.7036, p = 0.0045). At Tpost, the longitudinal evaluation performed on 77 COVID-19 patients showed a significant reduction in plasma levels of NfL, GFAP and sCD163 compared to baseline (p < 0.0001, p < 0.0001 and p = 0.0413, respectively). Finally, at Tpost, in the severe group, higher plasma levels of sCD163 in patients with NS compared to those without were reported (p < 0.0001). Conclusions: High plasma levels of NfL, GFAP and sCD163 could be due to a proinflammatory systemic and brain response involving microglial activation and subsequent CNS damage. Our data highlight the association between myeloid activation and CNS perturbations.