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Some publications suggest that pulse oximetry measurement (SpO2) might overestimate arterial oxygen saturation (SaO2) measurement in COVID-19 patients. This study aims to evaluate the agreement between SpO2 and SaO2 among COVID-19 and non-COVID-19 patients. We conducted a multicenter, prospective study including consecutive intensive care patients from October 15, 2020, to March 4, 2021, and compared for each measurement the difference between SpO2 and SaO2, also called the systematic bias. The primary endpoint was the agreement between SpO2 and SaO2 measured with the Lin concordance coefficient and illustrated using the Bland and Altman method. Factors associated with systematic bias were then identified using a generalised estimating equation. The study included 105 patients, 66 COVID-19 positive and 39 COVID-19 negative, allowing for 1539 measurements. The median age was 66 [57; 72] years with median SOFA and SAPSII scores of, respectively, 4 [3; 6] and 37 [31; 47]. The median SpO2 and SaO2 among all measurements was respectively 97 [96–99] and 94 [92–96] with a systematic bias of 0.80 [− 0.6; 2.4]. This difference was, respectively, 0.80 [− 0.7; 2.5] and 0.90 [− 0.3; 2.0] among COVID-19 positive and negative patients. Overall agreement measured with the Lin correlation coefficient was 0.65 [0.63; 0.68] with 0.61 [0.57; 0.64] and 0.53 [0.45; 0.60] among the COVID-19 positive and negative groups, respectively. Factors independently associated with the variation of the SpO2-SaO2 difference were the PaO2/FiO2 ratio and need for mechanical ventilation. In our population, agreement between SpO2 and SaO2 is acceptable. During the COVID-19 pandemic, SaO2 remains an efficient monitoring tool to characterise the level of hypoxemia and follow therapeutic interventions. As is already known about general intensive care unit patients, the greater hypoxemia, the weaker the correlation between SpO2 and SaO2.