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Background: Respiratory failure is the main cause of mortality and morbidity among ICU patients with coronavirus disease 2019 (COVID‐19). In these patients, supplemental oxygen therapy is essential, but there is limited evidence the optimal target. To address this, the ongoing handling oxygenation targets in COVID‐19 (HOT‐COVID) trial was initiated to investigate the effect of a lower oxygenation target (partial pressure of arterial oxygen (PaO2) of 8 kPa) versus a higher oxygenation target (PaO2 of 12 kPa) in the ICU on clinical outcome in patients with COVID‐19 and hypoxaemia. Methods: The HOT‐COVID is planned to enrol 780 patients. This paper presents the protocol and statistical analysis plan for the conduct of a secondary Bayesian analysis of the primary outcome of HOT‐COVID being days alive without life‐support at 90 days and the secondary outcome 90‐day all‐cause mortality. Furthermore, both outcomes will be investigated for the presence heterogeneity of treatment effects based on four baseline parameters being sequential organ failure assessment score, PaO2/fraction of inspired oxygen ratio, highest dose of norepinephrine during the 24 h before randomisation, and plasma concentration of lactate at randomisation. Conclusion: The results of this pre‐planned secondary Bayesian analysis will complement the primary frequentist analysis of the HOT‐COVID trial and may facilitate a more nuanced interpretation of the trial results. [ABSTRACT FROM AUTHOR]