We evaluated the prediction of mortality in patients admitted to the intensive care unit (ICU) who subsequently developed a pulmonary embolism (PE) (i.e., secondary PE) using three PE-specific scores, the Pulmonary Embolism Severity Index (PESI), simplified PESI (sPESI), and modified sPESI (ICU-sPESI) and compared them to the gold standard for the assessment of ICU all-cause mortality, the Acute Physiology and Chronic Health Evaluation-IV (APACHE-IV). All critical care admission indications were grouped into four major categories: post-operative, cardiovascular, infectious (sepsis), and other. The APACHE-IV displayed better discriminative ability to predict in-hospital mortality than the PESI and ICU-sPESI, but these two scores still performed fair for the ICU admissions related to postoperative, cardiovascular, and other admission types. Meanwhile, the sPESI displayed poor predictive performance across all four admission categories. Notably, discriminatory performance for patients with an infection-related admission was consistently low regardless of which score was used.