Neurological impairment is the most common finding in patients with post-acute sequelae of COVID-19. Furthermore, survivors of pneumonia from any cause have an elevated risk of dementia1-4. Dysfunction in microglia, the primary immune cell in the brain, has been linked to cognitive impairment in murine models of dementia and in humans5. Here, we report a transcriptional response in human microglia collected from patients who died following COVID-19 suggestive of their activation by TNF-α and other circulating pro-inflammatory cytokines. Consistent with these findings, the levels of 55 alveolar and plasma cytokines were elevated in a cohort of 341 patients with respiratory failure, including 93 unvaccinated patients with COVID-19 and 203 patients with other causes of pneumonia. While peak levels of pro-inflammatory cytokines were similar in patients with pneumonia irrespective of etiology, cumulative cytokine exposure was higher in patients with COVID-19. Corticosteroid treatment, which has been shown to be beneficial in patients with COVID-196, was associated with lower levels of CXCL10, CCL8, and CCL2-molecules that sustain inflammatory circuits between alveolar macrophages harboring SARS-CoV-2 and activated T cells7. These findings suggest that corticosteroids may break this cycle and decrease systemic exposure to lung-derived cytokines and inflammatory activation of microglia in patients with COVID-19.