Cell death mechanisms are crucial to maintain an appropriate environment for the functionality of healthy cells. However, during viral infections, dysregulation of these processes can be present and can participate in the pathogenetic mechanisms of the disease. In this review, we describe some features of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), and some immunopathogenic mechanisms characterizing the present coronavirus disease (COVID-19). Lymphopenia and monocytopenia are important contributors to COVID-19 immunopathogenesis. The fine mechanisms underlying these phenomena are still unknown, and several hypotheses have been raised, some of which assign a role to cell death as far as the reduction of specific types of immune cells is concerned. Thus, we discuss three major pathways such as apoptosis, necroptosis, and pyroptosis, and suggest that all of them likely occur simultaneously in COVID-19 patients. We describe that SARS-CoV-2 can have both a direct and an indirect role in inducing cell death. Indeed, on the one hand, cell death can be caused by the virus entry into cells, on the other, the excessive concentration of cytokines and chemokines, a process that is known as a COVID-19-related cytokine storm, exerts deleterious effects on circulating immune cells. However, the overall knowledge of these mechanisms is still scarce and further studies are needed to delineate new therapeutic strategies.