The threatening and unpredictable nature of the coronavirus disease (COVID-19) pandemic presents unprecedented mental-health challenges worldwide. For those directly affected by the disease, the stress of facing potential death and overcoming fear can overwhelm their personal coping resources and can lead to symptoms of posttraumatic stress disorder and anxiety and depression. The objective of our study was to investigate the effectiveness of Eye Movement Desensitization and Reprocessing (EMDR) therapy to reduce anxio-depressive symptoms, distress and fear of the unknown in COVID-19 patients hospitalized for intensive care. A pilot study was conducted with 21 participants hospitalized for COVID-19 (11 women and 10 men) who were treated with EMDR therapy and assessed for anxio-depressive symptoms (Hospital Anxiety and Depression Scale, HADS), intensity of distress (Subjective Units of Disturbance, SUD scale), and levels of experienced fear (i.e., fear of the unknown) (Multidimensional Assessment of COVID-19-Related Fears, MAC-RF). After the 4-session treatment, the EMDR therapy showed to be effective in reducing all of the evaluated symptoms in all patients and allowed for stabilization. All patients maintained improved psychological states for one week following the four sessions. EMDR therapy has been shown to be an effective strategy for helping patients process exposure to adverse events by relieving symptoms of acute stress and trauma. EMDR is a focused approach that with as few as 4 sessions can strengthen adaptive coping strategies for dealing with an ongoing situation, restore optimism and can rapidly prevent the onset of potentially long-lasting psychological disorders.