The recently emerged SARS-CoV-2 virus is responsible for the ongoing COVID-19 pandemic that has rapidly developed into a global public health threat. Patients severely affected with COVID-19 present distinct clinical features, including acute respiratory disorder, neutrophilia, cytokine storm, and sepsis. In addition, multiple pro-inflammatory cytokines are found in the plasma of such patients. Transcriptome sequencing of different specimens obtained from patients suffering from severe episodes of COVID-19 shows dynamics in terms of their immune responses. However, those host factors required for SARS-CoV-2 propagation and the underlying molecular mechanisms responsible for dysfunctional immune responses during COVID-19 infection remain elusive. In the present study, we analyzed the mRNA-long non-coding RNA (lncRNA) co-expression network derived from publicly available SARS-CoV-2-infected transcriptome data of human lung epithelial cell lines and bronchoalveolar lavage fluid (BALF) from COVID-19 patients. Through co-expression network analysis, we identified four differentially expressed lncRNAs strongly correlated with genes involved in various immune-related pathways crucial for cytokine signaling. Our findings suggest that the aberrant expression of these four lncRNAs can be associated with cytokine storms and anti-viral responses during severe SARS-CoV-2 infection of the lungs. Thus, the present study uncovers molecular interactions behind the cytokine storm activation potentially responsible for hyper-inflammatory responses in critical COVID-19 patients.