Background Peripheral hematological changes in severe COVID-19 patients may reflect the immune response during SARS-CoV-2 infection. Characteristics of peripheral white blood cells as early signals were needed to be investigated for clarifying its associations with the fatal outcomes in COVID-19 patients. Methods A retrospective cohort study was performed and the hospitalized COVID-19 patients were recruited in wards of Sino-French New City Branch of Tongji Hospital in Wuhan, Hubei province, China. Characteristics of peripheral white blood cells in survivors and non-survivors were analyzed. Comparison among patients with different level of eosinophils was performed. Results Of 198 patients included in this study, 185 were discharged and 13 died. Levels of eosinophils, lymphocytes and basophils in non-survivors were significantly lower than those in survivors. Death rate in low eosinophils group was higher and no patient died in normal eosinophils group (16.7% vs 0, P < 0.001). The proportion of patients in low eosinophils group who used glucocorticoids was higher than in normal eosinophils group, but glucocorticoids usage was not an indicator for death in subgroup analysis in low eosinophils patients. Moreover, positive correlation was found between the counts of lymphocytes and eosinophils in patients with glucocorticoids use but not in patients without the treatment. Conclusions Hematological changes differed between survivors and non-survivors with COVID-19. Lymphopenia and eosinopenia could be predictors for poor prognosis of COVID-19 patients. Initial counts of eosinophils may guide us in usage of glucocorticoids for COVID-19 treatment.