Objectives: Host immune responses are indispensable to combat the disease. We report the dynamics of peripheral immune cells, cytokines, and human leucocyte antigen-G (HLA-G) and its receptor expressions in a patient suffering from critical COVID-19 pneumonia to convalescence. Methods: Clinical data of the patient were collected from medical records. The expressions of HLA-G and receptors ILT2, ILT4 and KIR2DL4 in peripheral immune cells were measured with flow cytometry. Results: From critical COVID-19 to the convalescent stage, early lymphopenia was improved (median: 0.6 x 10(9) L(-1) vs. 0.9 x 10(9) L(-1), P = 0.009), and an obvious fluctuation in WBC and neutrophil counts was observed. Initially, low levels of CD4(+) T cells (from 120 to 528 muL(-1)) and CD8(+) T cells (from 68 to 362 muL(-1)) gradually increased to normal levels. Meanwhile, high IL-6 (from 251.8 to 6.32 pg mL(-1)), IL-10 (from 39.53 to 5.21 pg mL(-1)) and IFN-gamma (from 13.55 to 3.16 pg mL(-1)) levels decreased, and IL-4 (from 2.36 to 3.19 pg mL(-1)) and TNF-alpha (from 2.27 to 20.2 pg mL(-1)) levels increased quickly when the viral RNA returned negative. Moreover, the percentage of HLA-G(+) T cells, B cells and monocytes follows high-low-high pattern, while the percentage of receptors ILT2-, ILT4- and KIR2DL4-expressing cells remained relatively stable. Conclusion: Our findings provide valuable information on the dynamics of early peripheral immunological responses in SARS-CoV-2 infection. CD4(+) and CD8(+) T cells, cytokines and HLA-G(+) immune cells are associated with the natural history of the critical COVID-19 patient; however, future studies are necessary.