The blood and immune system of coronavirus disease 2019 (COVID-19) infected patients are dysfunctional, and numerous studies have been conducted to resolve their characteristics and pathogenic mechanisms. Nevertheless, the variations of immune responses along with disease severity have not been comprehensively documented. Here, we profiled the single-cell transcriptomes of 96,313 peripheral blood mononuclear cells (PBMCs) derived from 12 COVID-19 patients (including four moderate, four severe and four critical cases) and three healthy donors. We showed that proliferative CD8 effector T cells with declined immune functions and cytotoxicity accumulated in the critical stage. By contrast, the quantity of natural killer (NK) cells was significantly reduced, while they exhibited enhanced immune activities. Notably, a gradually attenuated responseto COVID-19 along with disease severity was observed in monocytes, in terms of cellular composition, transcriptional discrepancy and transcription factor regulatory network. Furthermore, we identified immune cell-type dependent cytokine signatures distinguishing the severity of COVID-19 patients. In addition, cell interactions between CD8 effector T/NK cells and monocytes mediated by inflammatory cytokines were enhanced in moderate and severe stages, but weakened in critical cases. Collectively, our work uncovers the cellular and molecular players underlying the disordered and heterogeneous immune responses associated with COVID-19 severity, which could provide valuable insights for the treatment of critical COVID-19 patients.