The effective immune response of the host, including the innate and adaptive ones, against SARS-Cov-2 seems to be essential to control and solve the infection. However, the clinical seriousness of COVID-19 could be associated to the excessive production of pro-inflammatory cytokines, known as 'cytokine storm'. This clinical paradigm is still to be figured out, and that is why the effective treatment is still uncertain. It is indispensable to understand the immunological responses that are triggered off since the beginning of the infection with SARS-Cov-2, so as to make progress in search of effective therapeutic strategies.