Background: Community-acquired pneumonia (CAP) is a frequent cause of death worldwide. As recently described, CAP shows different biological endotypes. Improving characterization of these endotypes is needed to optimize individualized treatment of this disease. The potential value of the leukogram to assist prognosis in severe CAP has not been previously addressed. Methods: A cohort of 710 patients with CAP admitted to the intensive care units (ICUs) at Hospital of Mataró and Parc Taulí Hospital of Sabadell was retrospectively analyzed. Patients were split in those with septic shock (n = 304) and those with no septic shock (n = 406). A single blood sample was drawn from all the patients at the time of admission to the emergency room. ICU mortality was the main outcome. Results: Multivariate analysis demonstrated that lymphopenia <675 cells/mm³ or <501 cells/mm³ translated into 2.32- and 3.76-fold risk of mortality in patients with or without septic shock, respectively. In turn, neutrophil counts were associated with prognosis just in the group of patients with septic shock, where neutrophils <8850 cells/mm³ translated into 3.6-fold risk of mortality. Conclusion: lymphopenia is a preserved risk factor for mortality across the different clinical presentations of severe CAP (sCAP), while failing to expand circulating neutrophils counts beyond the upper limit of normality represents an incremental immunological failure observed just in those patients with the most severe form of CAP, septic shock.