Indeed, it has been proposed that the exhaustion of the immune system is associated with some major conditions, including the observation that critically ill COVID-19 patients have several dysregulations in their immune system responses, such as lymphopenia, cytokine storm, an increased frequency of depleted CD4+ and CD8+ lymphocytes [30,31], and the upregulation of the NKG2A/CD94 receptor favoring the HLA-G ligation to this receptor that may also cause of the immune exhaustion, as seen in severe disease, which is highly dependent on key pathogen-induced cytokines [32]. This evidence concerns the gene HLA-G and COVID-19.