During the mixed relay in Oberhof on Sunday, Slovakia's Ivona Fialkova, 26, had difficulty breathing and collapsed after a change.
She sent little sister Paulina out on the second leg before breaking down in tears.
Afterwards, the sisters chose to go home from the World Cup.
They can not continue to compete - and now they say that they are still experiencing problems, after they were ill with covid-19 two months ago.
"I would like to inform you that the health problems associated with covid still exist and are currently incompatible with elite sports.
We decided to undergo more detailed investigations and that is why we are going home to Slovakia ", writes Ivona Fialkova on Instagram.
"Health comes first," writes Sister Paulina.
Italy's Lisa Vittozzi, who has been one of the world's top biathletes in recent years, also fell ill with corona before the season.
Now she has struggled with shape.
- I feel tired every day.
I lack energy and my body does not feel well.
It is very tough, she says to NRK.
And Vittozzi believes there is a link to the disease.
- I do not know for sure, but I think it because I felt very good in October and after I was infected with corona, I have felt the opposite.
When the Swedish shooting star Elvira Öberg hears about how the competitors are feeling, she becomes worried.
- Trachea, lungs and breathing are important for us who do endurance sports, especially in the winter.
So it is clear that it is worrying to hear that they are in big trouble.