Coronavirus disease 2019 (COVID-19)-associated pulmonary aspergillosis (CAPA) is an increasingly recognized complication of COVID-19 and is associated with significant over-mortality. We performed a retrospective monocentric study in patients admitted to the intensive care unit (ICU) for respiratory insufficiency due to COVID-19 from March to December 2020, in order to evaluate the incidence of CAPA and the associated risk factors. We also analysed the diagnostic approach used in our medical centre for CAPA diagnosis. We defined CAPA using recently proposed consensus definitions based on clinical, radiological and microbiological criteria. Probable cases of CAPA occurred in 9 out of 141 patients included in the analysis (6.4%). All cases were diagnosed during the second wave of the pandemic. We observed a significantly higher realization rate of bronchoalveolar lavage (BAL) (51.1% vs. 28.6%, p = 0.01) and Aspergillus testing (through galactomannan, culture, PCR) on BAL samples during the second wave (p < 0.0001). The testing for Aspergillus in patients meeting the clinical and radiological criteria of CAPA increased between the two waves (p < 0.0001). In conclusion, we reported a low but likely underestimated incidence of CAPA in our population. A greater awareness and more systematic testing for Aspergillus are necessary to assess the real incidence and characteristics of CAPA.