Introduction Coronavirus pneumonia not only severely affects the lung tissue but is also associated with systemic autoimmune inflammation, rapid overactivation of cytokines and chemokines known as “cytokine storm”, and a high risk of thrombosis and thromboembolism. Since there is no specific therapy for this new coronavirus infection (COVID-19), searching for an effective and safe anti-inflammatory therapy is critical. Materials and methods This study evaluated efficacy and safety of pulse therapy with high doses of glucocorticosteroids (GCS), methylprednisolone 1,000 mg for 3 days plus dexamethasone 8 mg for another 3-5 days, in 17 patients with severe coronavirus pneumonia as a part of retrospective comparative analysis (17 patients in control group). The study primary endpoint was the aggregate dynamics of patients’ condition as evaluated by an original CCS-COVID scale, which included, in addition to the clinical status, assessments of changes in the inflammation marker, C-reactive protein (CRP); the thrombus formation marker, D-dimer; and the extent of lung injury evaluated by computed tomography (CT). Patients had signs of lung injury (53.2 % and 25.6 %), increases in CRP 27 and 19 times, and a more than doubled level of D-dimer (to 1.41 µg/ml and 1.15 µg/ml) in the active therapy and the control groups, respectively. The GCS treatment group had a more severe condition at baseline. Results The GCS pulse therapy proved effective and significantly decreased the CCS-COVID scores. Median score difference was 5.00 compared to the control group (р=0.011). Shortness of breath considerably decreased; oxygen saturation increased, and the NEWS-2 clinical status scale scores decreased. In the GCS group, concentration of CRP significantly decreased from 134 mg/dl to 41.8 mg/dl (р=0.009) but at the same time, D-dimer level significantly increased from 1.41 µg/ml to 1.98 µg/ml (р=0.044). In the control group, the changes were nonsignificant. The dynamics of lung injury by CT was better in the treatment group but the difference did not reach a statistical significance (р=0.062). Following the GCS treatment, neutrophilia increased (р=0.0001) with persisting lymphopenia, and the neutrophil/lymphocyte (N/L) ratio, a marker of chronic inflammation, increased 2.5 times (р=0.006). The changes in the N/L ratio and D-dimer were found to correlate in the GCS pulse therapy group (r =0.49, p=0.04), which underlined the relationship of chronic autoimmune inflammation with thrombus formation in COVID-19. No significant changes were observed in the control group. In result, four patients developed venous thromboembolic complications (two of them had pulmonary artery thromboembolism) after the GCS pulse therapy despite the concomitant antiplatelet treatment at therapeutic doses. Recovery was slower in the hormone treatment group (median stay in the hospital was 26 days vs 18 days in the control group, р=0.001). Conclusion Pulse therapy with high doses of GCS exerted a rapid anti-inflammatory effect but at the same time, increased the N/L ratio and the D-dimer level, which increased the risk of thromboembolism.