ABSTRACTInfectious respiratory diseases have been of interest in recent years for the great burden they place on health systems, for instance, the severe acute respiratory syndrome coronavirus 2 (SARS‐CoV‐2) that caused the global COVID‐19 pandemic. As many of these diseases might require hospitalization and even intensive care unit (ICU) admission, understanding the joint dynamics of hospitalizations and ICU admissions across time and different groups of the population remains of great importance. We aim to understand the joint evolution of hospital and ICU admissions given COVID‐19 test‐positive cases in the province of Quebec, Canada. We obtain the daily counts, by age group, on the number of confirmed COVID‐19 cases, the number of hospitalizations and the number of ICU admissions due to COVID‐19, from March 2020 through October 2021 in Quebec. We propose a joint Bayesian generalized dynamic linear model for the number of hospitalizations and ICU admissions to study their temporal trends and possible associations with sex and age group. Additionally, we use transfer functions to investigate if there is a memory effect of the number of cases on hospitalizations across the different age groups. The results suggest that there is a clear distinction in the patterns of hospitalizations and ICU admissions across age groups and that the number of cases has a persistent effect on the rate of hospitalization.