Introduction The SARS-CoV-2 virus affects many organs, especially the lungs, with widespread inflammation. We aimed to compare the endogenous oxidative damage markers of coenzyme Q10, nicotinamide dinucleotide oxidase 4, malondialdehyde, and ischemia-modified albumin levels in patients with pneumonia caused by SARS-CoV-2 and in an healthy control group. We also aimed to compare these parameters between patients with severe and non-severe pulmonary involvement. Methods The study included 58 adult patients with SARS-CoV-2 pneumonia and 30 healthy volunteers. CoQ10 and MDA levels were determined by high-pressure liquid chromatography. NOX4 and IMA levels were determined by ELISA assay and colorimetric method. Results Higher levels of CoQ10, MDA, NOX4, and IMA and lower levels of COQ10H were observed in patients with SARS-CoV-2 pneumonia than in the control group. MDA, IMA, NOX4, and CoQ10 levels were significantly higher in patients with severe pulmonary involvement than in patients with non-severe pulmonary involvement, but no significant difference was observed in CoQ10H levels. CoQ10 levels were significantly and positively correlated with both ferritin and CRP levels. Conclusion SARS-CoV-2 pneumonia is significantly associated with increased endogenous oxidative damage. Oxidative damage seems to be associated with pulmonary involvement severity.