Crowned by the Pope, loyal to the Roman Catholic Church for most of its existence, the Holy Roman Empire was as Holy (from the Catholic Church in Rome’s perspective) as a medieval state comes.
The Western Roman Empire before the East split off:
The Carolingian Empire (Holy Roman Empire before it was made that) when Charlemagne was crowned Emperor of the Romans:
As the first guy to reunite a significant chunk of the former territory of the Western Roman Empire, the Pope (as the last surviving major official of the former Western Roman government) decided it was appropriate to crown Charlemagne the new Emperor. Also, Rome was a part of the empire (therefore, Roman).
There was an emperor, and multiple medieval kingdoms and kings – like Bohemia and Italy – were subordinate to the emperor.
Next time someone pulls a “well actually” on the Holy Roman Empire, feel free to “well actually” them right back.
Charlemagne had himself crowned Roman Emperor by the same process; he went to Rome, the people of the City hailed him as Emperor, and then the Bishop of Rome placed a crown on his head. As an Emperor ruling over the city of Rome, and crowned in Rome by the Bishop of Rome according to the constitution of the Roman Empire, he surely had as much right to be called a Roman Emperor as Augustus, Hadrian, Constantine or Theodosius.
In the technical sense, the state was an Empire because that was its official name (Sacrum Imperium Romanum in Latin, Heiliges Römisches Reich in German). European diplomacy gave the Emperor formal precedence over all other secular rulers for ceremonial purposes.
The Empire was made up of several constituent kingdoms — the Kingdom of Germany, Kingdom of Italy, Kingdom of Burgundy and Kingdom of Bohemia.
https://www.quora.com/Was-the-Holy-Roman-Empire-in-any-way-holy-Roman-and-an-empire (Stephen Tempest)