During the COVID-19 pandemic, many studies have been carried out to evaluate different immune system components to search for prognostic biomarkers of the disease. A broad multiparametric antibody panel of cellular and humoral components of the innate and the adaptative immune response in patients with active SARS-CoV-2 infection has been evaluated in this study. A total of 155 patients were studied at admission into our center and were categorized according to the requirement of oxygen therapy as mild or severe (the latter being those with the requirement). The patients with severe disease were older and had high ferritin, D-dimer, C-reactive protein, troponin, interleukin-6 (IL-6) levels, and neutrophilia with lymphopenia at admission. Moreover, the patients with mild symptoms had significantly increased circulating non-classical monocytes, innate lymphoid cells, and regulatory NK cells. In contrast, severe patients had a low frequency of Th1 and regulatory T cells with increased activated and exhausted CD8 phenotype (CD8+CD38+HLADR+ and CD8+CD27−CD28−, respectively). The predictive model included age, ferritin, D-dimer, lymph counts, C4, CD8+CD27−CD28−, and non-classical monocytes in the logistic regression analysis. The model predicted severity with an area under the curve of 78%. Both innate and adaptive immune parameters could be considered potential predictive biomarkers of the prognosis of COVID-19 disease.