Critically ill COVID-19 patients are at high risk of thromboembolic events despite routine-dosed low-molecular-weight heparin thromboprophylaxis. However, in recent randomized trials increased-intensity thromboprophylaxis seemed futile and possibly even harmful. In this explorative pharmacokinetic (PK) study we measured anti-Xa activities on frequent timepoints in 15 critically ill COVID-19 patients receiving dalteparin and performed PK analysis by nonlinear mixed-effect modelling. A linear one-compartment model with first-order kinetics provided a good fit. However, wide interindividual variation in dalteparin absorption (variance 78%) and clearance (variance 34%) was observed, unexplained by routine clinical covariates. Using the final PK model for Monte Carlo simulations, we predicted increased-intensity dalteparin to result in anti-Xa activities well over prophylactic targets (0.2-0.4 IU/mL) in the majority of patients. Therapeutic-intensity dalteparin results in supratherapeutic anti-Xa levels (target 0.6-1.0 IU/mL) in 19% of patients and subtherapeutic levels in 22%. Therefore, anti-Xa measurements should guide high-intensity dalteparin in critically ill COVID-19 patients.