Hypercytokinemia induced by coronavirus disease-19 (COVID-19) is associated with severe pulmonary involvement, which may lead to respiratory failure. These conditions play an important role in the worsening of clinical symptoms in patients with severe COVID-19. There is no established treatment for hypercytokinemia. We report on two patients whose clinical symptoms improved after direct hemoperfusion using polymyxin B-immobilized fiber column (PMX-DHP), following the administration of the anti-inflammatory agent tocilizumab. Case A was a 70-year-old man diagnosed with COVID-19 pneumonia. Despite treatment with ciclesonide and favipiravir, supplemental oxygen was administered due to the worsening of dyspnea with tachypnea. Although tocilizumab was started on day 6, the patient deteriorated into deoxygenation, presenting with the PaO
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/F
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(P/F) ratio of 92. On days 8 and 10, the patient received PMX-DHP therapy. On day 11, his dyspnea improved. On day 13, his P/F ratio began to improve, and oxygen therapy was discontinued on day 18. The patient recovered without requiring mechanical ventilation. Case B was a 70-year-old man diagnosed with COVID-19 pneumonia and treated with favipiravir, starting on day 0. Despite starting ciclesonide inhalation and tocilizumab on day 2, his P/F ratio was 53. On day 5, he received PMX-DHP therapy. On day 6, his dyspnea improved, as did his P/F ratio, reaching 81 on day 8. Finally, his clinical symptoms resolved, and he was discharged from the intensive care unit without requiring mechanical ventilation. These cases indicate that PMX-DHP therapy might be a suitable treatment option for dyspnea and deoxygenation in COVID-19 pneumonia, especially in cases where an anti-inflammatory agent, such as tocilizumab, has failed to achieve the desired effect.