End-stage kidney disease (ESKD) patients are at high risk of severe COVID-19. We performed dense serial blood sampling in hospitalised and non-hospitalised ESKD patients with COVID-19 (n=256 samples from 55 patients) and used Olink immunoassays to measure 436 circulating proteins. Comparison to 51 non-infected ESKD patients revealed 221 proteins differentially expressed in COVID-19, of which 69.7% replicated in an independent cohort of 46 COVID-19 patients. 203 proteins were associated with clinical severity scores, including IL6, markers of monocyte recruitment (e.g. CCL2, CCL7), neutrophil activation (e.g proteinase-3) and epithelial injury (e.g. KRT19). Random Forests machine learning identified predictors of current or future severity such as KRT19, PARP1, PADI2, CCL7, and IL1RL1 (ST2). Survival analysis with joint models revealed 69 predictors of death including IL22RA1, CCL28, and the neutrophil-derived chemotaxin AZU1 (Azurocidin). Finally, longitudinal modelling with linear mixed models uncovered 32 proteins that display different temporal profiles in severe versus non-severe disease, including integrins and adhesion molecules. Our findings point to aberrant innate immune activation and leucocyte-endothelial interactions as central to the pathology of severe COVID-19. The data from this unique cohort of high-risk individuals provide a valuable resource for identifying drug targets in COVID-19.