Background: SARS-CoV-2 infection activates coagulation and stimulates innate immune system. Little is known about coagulopathy and response of inflammation and infection in ICU patients with COVID-19. Derangement of coagulation and markers of infection and inflammation induced by SARS-CoV-2 infection, as well as their correlations were elucidated. Methods: One hundred eight ICU patients with COVID-19 (28 survivors and 80 non-survivors) in Tongji hospital and Wuhan Jinyintan hospital, in Wuhan, China were included. Coagulation parameters, infectious and inflammatory markers were dynamically analysed. The correlation between coagulopathy of patients and infectious and inflammatory markers was verified. Results: SARS-CoV-2-associated coagulopathy occurred in most cases of critical illness. Raised values of d-dimer and FDP were measured in all patients, especially in non-survivors, who had longer PT, APTT, INR, as well as TT, and lower PTA and AT compared to survivors. SIC and DIC mostly occurred in non-survivors. CRP, ESR, serum ferritin, IL-8, and IL-2R increased in all patients, and were much higher in non-survivors who had significantly higher levels of IL-6 and IL-10. D-dimer was positively associated with CRP, serum ferritin (p = 0.02), PCT (p < 0.001), and IL-2R (p = 0.007). SIC scores were positively correlated with CRP (p = 0.006), PCT (p = 0.0007), IL-1 beta (p = 0.048), and IL-6 (p = 0.009). DIC scores were positively associated with CRP (p < 0.0001), ESR (p = 0.02), PCT (p < 0.0001), serum ferritin (p < 0.0001), IL-10 (p = 0.02), and IL-2R (p = 0.0005). Conclusion: Prothrombotic state, SIC, and DIC are the characteristics of coagulation in ICU patients with COVID-19. CRP, ESR, serum ferritin, IL-8, IL-2R, IL-6, and PCT were stimulated by SARS-CoV-2 infection. CRP, PCT, serum ferritin, and IL-2R indicate the coagulopathy severity of patients with COVID-19.