The African continent reported the least number of COVID-19 cases and deaths of all the continents, although the exact reasons for this are still unclear. In addition, little is known about the immunological profiles associated with COVID-19 mortality in Africa. The present study compared clinical and immunological parameters, as well as treatment outcomes in patients admitted with COVID-19 in Pretoria, South Africa, to determine if these parameters correlated with mortality in this population. The in-hospital mortality rate for the cohort was 15.79%. The mortality rate in people living with HIV (PLWH) was 10.81% and 17.16% in people without HIV (p = 0.395). No differences in age (p = 0.099), gender (p = 0.127) or comorbidities were found between deceased patients and those who survived. All four of the PLWH who died had a CD4+ T-cell count <200 cells/mm3, a significantly higher HIV viral load than those who survived (p = 0.009), and none were receiving antiretroviral therapy. Seven of 174 (4%) patients had evidence of auto-antibodies neutralizing Type 1 interferons (IFNs). Two of the them died, and their presence was significantly associated with mortality (p = 0.042). In the adjusted model, the only clinical parameters associated with mortality were: higher fraction of inspired oxygen (FiO2) (OR: 3.308, p = 0.011) indicating a greater need for oxygen, high creatinine (OR: 4.424, p = 0.001) and lower platelet counts (OR: 0.203, p = 0.009), possibly secondary to immunothrombosis. Overall, expression of the co-receptor CD86 (p = 0.021) on monocytes and percentages of CD8+ effector memory 2 T-cells (OR: 0.45, p = 0.027) was lower in deceased patients. Decreased CD86 expression impairs the development and survival of effector memory T-cells. Deceased patients had higher concentrations of RANTES (p = 0.003), eotaxin (p = 0.003) and interleukin (IL)-8 (p < 0.001), all involved in the activation and recruitment of innate immune cells. They also had lower concentrations of transforming growth factor (TGF)-β1 (p = 0.40), indicating an impaired anti-inflammatory response. The immunological profile associated with COVID-19 mortality in South Africa points to the role of aberrate innate immune responses.