Introduction: Little evidence appears to exists for the use of anakinra, a recombinant interleukin-1 receptor antagonist, after non-response to treatment with corticosteroids alone or combined with tocilizumab in patients with severe COVID-19 pneumonia and moderate hyperinflammatory state. Patients and Methods: A retrospective observational cohort study was carried out involving 143 patients with severe COVID-19 pneumonia and moderate hyperinflammation. They received standard therapy along with pulses of methylprednisolone (group 1) or methylprednisolone plus tocilizumab (group 2), with the possibility of receiving anakinra (group 3) according to protocol. The aim of this study was to assess the role of anakinra in the clinical course (death, admission to the intensive care ward) during the first 60 days after the first corticosteroid pulse. Clinical, laboratory, and imaging characteristics as well as infectious complications were also analyzed.Results: 74 patients (51.7%) in group 1, 59 (41.3%) patients in group 2, and 10 patients (7%) in group 3 were included. 8 patients (10.8%) in group 1 died, 6 (10.2%) in group 2, and 0 (0%) in group 3. After adjustment for age and clinical severity indices, treatment with anakinra was associated with a reduced risk of mortality (adjusted hazard ratio 0.518, 95% CI 0.265-0.910; p=0.0437). Patients in group 3 had a lower mean CD4 count after 3 days of treatment. No patients in this group presented infectious complications.Conclusions: In patients with moderate hyperinflammatory state associated with severe COVID-19 pneumonia, treatment with anakinra after non-response to corticosteroids or corticosteroids plus tocilizumab therapy may be an option for the management of these patients, and may improve their prognosis.