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This paper presents a central limit theorem for a pre-averaged version of therealized covariance estimator for the quadratic covariation of a discretelyobserved semimartingale with noise. The semimartingale possibly has jumps,while the observation times show irregularity, non-synchronicity, and somedependence on the observed process. It is shown that the observation times'effect on the asymptotic distribution of the estimator is only through twocharacteristics: the observation frequency and the covariance structure of thenoise. This is completely different from the case of the realized covariance ina pure semimartingale setting.

Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise