Background A wave of the Omicron variant of severe acute respiratory syndrome coronavirus 2 (SARS‐CoV‐2) infection has rapidly spread in Shanghai, China. Hematological abnormalities have been reported in coronavirus disease 2019 (COVID‐19) patients; however, the difference in hematological parameters between COVID‐19 patients with fever and patients who are febrile from other causes remains unexplored. Methods This retrospective cohort study enrolled 663 SARS‐CoV‐2 positive patients identified by RT‐PCR. Clinical parameters, including age, sex, and threshold cycle values of all COVID‐19 patients, and hematological parameters of COVID‐19 patients in the fever clinic were abstracted for analysis. Results Overall, 60.8% of COVID‐19 patients were male, and the median age was 45 years. Most of COVID‐19 patients were asymptomatic, while 25.8% of patients showed fever and 10.9% of patients had other emergencies. COVID‐19 patients with fever had significantly lower white blood cells (WBCs), neutrophils, lymphocytes, platelets and C‐reactive protein (CRP), and significantly higher monocyte‐to‐lymphocyte ratio (MLR), platelet‐to‐lymphocyte ratio (PLR), mean platelet volume (MPV), and mean platelet volume‐to‐platelet ratio (MPR) levels, compared with those in SARS‐CoV‐2 negative patients with fever from other causes (p < 0.05). Neutrophil‐to‐lymphocyte ratio (NLR), PLR, and systemic inflammatory index (SII) levels were significantly higher in COVID‐19 patients with emergencies (p < 0.05). WBCs showed the best performance with an area under the curve (0.756), followed by neutrophils (0.730) and lymphocytes (0.694) in the diagnosis of COVID‐19 in the fever clinic. Conclusion WBCs, neutrophils, lymphocytes, platelets, CRP and MLR, PLR, and MPR may be useful in early diagnosis of COVID‐19 in the fever clinic.