Blood myeloid cells are known to be dysregulated in coronavirus disease 2019 (COVID-19), caused by SARS-CoV-2. It is unknown whether the innate myeloid response differs with disease severity and whether markers of innate immunity discriminate high-risk patients. Thus, we performed high-dimensional flow cytometry and single-cell RNA sequencing of COVID-19 patient peripheral blood cells and detected disappearance of non-classical CD14^LowCD16^High monocytes, accumulation of HLA-DR^Low classical monocytes (Human Leukocyte Antigen - DR isotype), and release of massive amounts of calprotectin (S100A8/S100A9) in severe cases. Immature CD10^LowCD101⁻CXCR4^+/− neutrophils with an immunosuppressive profile accumulated in the blood and lungs, suggesting emergency myelopoiesis. Finally, we show that calprotectin plasma level and a routine flow cytometry assay detecting decreased frequencies of non-classical monocytes could discriminate patients who develop a severe form of COVID-19, suggesting a predictive value that deserves prospective evaluation.