The current evidence suggests that the rapid clinical progression of the Coronavirus Disease 2019 (COVID-19) pandemic, caused by the Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2), is closely related to the hyperinflammatory syndrome resulting from a dysregulated host innate immune response [1]. Not surprisingly, aside from active antiretroviral therapy, this has prompted the development of anti-inflammatory therapies for the treatment of patients with COVID-19, and among them the use of corticosteroids in hospitalized patients has been object of numerous clinical investigations, with inconsistent results [2–6].