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High-flow nasal cannula oxygen therapy (HFNC) is recommended for patients with COVID-19. However, the increasing use of HFNC brings a risk of delayed intubation. The optimal timing of switching from HFNC to invasive mechanical ventilation (IMV) remains unclear. An effective predictor is needed to assist in deciding on the timing of intubation. Respiratory rate and oxygenation (ROX) index, defined as (SpO 2 /FiO 2) / respiratory rate, has already shown good diagnostic accuracy. Modified ROX (mROX) index, defined as (PaO 2 /FiO 2) / respiratory rate, might be better than the ROX index in predicting HFNC failure. The aim was to evaluate the predictive value of mROX for HFNC failure in patients with COVID-19. Severe or critical patients with COVID-19 treated with HFNC were enrolled in two clinical centers. Laboratory indicators, respiratory parameters, and mROX index at 0 h and 2 h after initial HFNC were collected. Based on the need for IMV after HFNC initiation, the patients were divided into an HFNC failure group and an HFNC success group. The predictive value of mROX index for IMV was evaluated by the area under the receiver operating characteristic curve (AUROC) and logistic regression analysis. We performed Kaplan–Meier survival analysis using the log-rank test. Sixty patients with COVID-19 (mean ± SD age, 62.8 ± 14.1 years; 42 patients were male) receiving HFNC were evaluated, including 18 critical and 42 severe cases. A total of 33 patients had hypertension; 14 had diabetes; 17 had chronic cardiac disease; 11 had chronic lung disease; 13 had chronic kidney disease; and 17 had a history of stroke. The AUROC of mROX index at 2 h was superior to that of other respiratory parameters to predict the need for IMV (0.959; p < 0.001). At the mROX index cutoff point of 4.45, predicting HFNC failure reached the optimal threshold, with specificity of 94% and sensitivity of 92%. Logistic regression analysis showed that 2-h mROX index < 4.45 was a protective factor for IMV (odd radio 0.18; 95% CI 0.05–0.64; p = 0.008). In the HFNC failure group, the median time from HFNC to IMV was 22.5 h. The 28-day mortality of the late intubation patients (≥ 22.5 h) was higher than that of the early intubation patients (< 22.5 h) (53.8% vs. 8.3%; p = 0.023). mROX at 2 h is a good early warning index of the need for IMV in patients with COVID-19 after HFNC initiation. Early intubation may lead to better survival in patients with 2-h mROX index < 4.45. [ABSTRACT FROM AUTHOR]