In December 2019, a new variant coronavirus, SARS-CoV-2, emerged in China, which was initially described as a pneumonia of an unknown agent. The new coronavirus spreads mainly by person-to-person transmission through close contact. The pathophysiology of COVID-19 is related to a complex immune system response that varies between people and, in severe cases of the disease, is characterized by excessive responses called “cytokine storms,” which are associated with complications that can lead to a state of hypercoagulation and death. Glucocorticoids and azithromycin are drugs that may be effective in the treatment. This review aims to highlight the clinical findings that demonstrate the effectiveness of glucocorticoid and azithromycin therapy in the treatment of COVID-19. To date, many drugs have been studied for use in combination therapy, and the rapid expansion of knowledge about the virology of SARS-CoV-2 generates a more accurate direction in therapy.