The hyperinflammation seen as part of a dysregulated immune response to SARS-CoV-2 in its most severe form leads to acute respiratory distress syndrome (ARDS), multiorgan failure and death. Corticosteroid therapy targets this hyperinflammation, otherwise known as a cytokine storm. It is the only therapeutic agent to date with a mortality benefit, with clear guidelines from national and international health authorities guiding its use. Objectives. To compare severity-of-illness indices, survival, length of intensive care unit (ICU) stay and potential ICU complications in patients treated with different corticosteroid regimens (high-dose hydrocortisone, high-dose methylprednisolone and lower-dose dexamethasone). Methods. In this single-centre descriptive retrospective observational study of a cohort of patients with severe COVID-19 admitted to a COVID-dedicated ICU, we compared patients treated with the three different corticosteroid regimens. Results. In 242 cases we could not demonstrate any statistically or clinically significant difference in the outcome of patients with critical COVID-19 treated with high-dose intravenous hydrocortisone (n=88) or methylprednisolone (n=46) compared with a relatively lower dose of dexamethasone (n=108). The survival rates were 38.6%, 39.1% and 33.3%, respectively (p=0.68). Patients treated with methylprednisolone tended to have a shorter length of ICU stay (median (interquartile range) 6 (4 - 10), 4 (2 - 8) and 5 (2 - 8) days; p=0.015) and fewer episodes of nosocomial sepsis (47.7%, 32.6% and 48.1%; p=0.01). Conclusions. Hydrocortisone or methylprednisolone can be given as an alternative to dexamethasone in the management of critical COVID-19, and this is a feasible alternative, especially in resource-constrained settings.