Background: Neuromuscular dysfunction in long COVID remains poorly understood, and conventional biomarkers of muscle injury often fail to account for persistent symptoms. This study aimed to compare laboratory biomarkers and neuromuscular outcomes by sex, long COVID duration, and hospitalisation status, and examine the association between neuromuscular outcomes and laboratory biomarkers. Methods: In this cross-sectional study, 153 adults with long COVID underwent clinical, body composition, handgrip strength, surface electromyography, and laboratory assessments, including creatine kinase (CK), lactate dehydrogenase (LDH), ferritin, erythrocyte sedimentation rate (ESR), haemoglobin, sodium, potassium, and calcium. Analyses were stratified by sex, disease duration, and hospitalisation. Results: Significant between-group differences in laboratory and neuromuscular variables were more frequent among men than among women. Hospitalised women had lower muscle mass and higher body fat than non-hospitalised women. Men with longer long COVID duration differed in CK, ferritin, haemoglobin, and vastus lateralis electromyographic activity. Ferritin, calcium, potassium, haemoglobin, and LDH showed consistent, modest multivariate associations with neuromuscular outcomes. The haemoglobin–ferritin–ESR axis correlated most consistently with muscle mass and handgrip strength. Conclusions: These exploratory findings suggest a sex-specific pattern and a consistent haemoglobin–ferritin–ESR axis in long COVID, requiring confirmation in longitudinal studies.