Dysregulation of inflammation is hypothesized to play a crucial role in the severe complications of COVID-19, with the IL-1/IL-6 pathway being central. Here, we report on the treatment of eight severe COVID-19 pneumonia patients—seven hospitalized in intensive care units (ICUs) in Greece and one non-ICU patient in the Netherlands—with the interleukin-1 receptor antagonist Anakinra. All patients scored positive for the hemophagocytosis score (HScore) and were diagnosed with secondary hemophagocytic lymphohistocytosis (sHLH) characterized by pancytopenia, hyper-coagulation, acute kidney injury, and hepatobiliary dysfunction. At the end of treatment, ICU patients had less need for vasopressors, significantly improved respiratory function, and lower HScore. Although three patients died, the mortality was lower than historical series of patients with sHLH in sepsis. These data suggest that administration of Anakinra may be beneficial for treating severe COVID-19 patients with sHLH as determined by the HScore, and they support the need for larger clinical studies to validate this concept.