In this case-control study, we evaluated the expression of genes involved in epigenetic machinery (DNMT1, DNMT3A, DNMT3B, HDAC2, and HDAC3) and the degree of methylation of promoters of immune response genes (IFITM1/2/3, TLR3/4, TNF-α, NF-κB, and MYD88) as well as global methylation (LINE-1 and global 5–mC) in blood samples from 120 COVID-19 patients (30 mild, 30 moderate, 30 severe, and 30 critical) and 30 healthy subjects without COVID-19. This evidence concerns the gene TNF and COVID-19.