There is still no clinical evidence available to support or to oppose corticosteroid treatment for coronavirus disease 2019 (COVID-19) pneumonia. To investigate the efficacy and safety of corticosteroid given to the hospitalized patients with COVID-19 pneumonia. This was a prospective, multicenter, single-blind, randomized control trial. Adult patients with COVID-19 pneumonia who were admitted to the general ward were randomly assigned to either receive methylprednisolone or not for 7 days. The primary end point was the incidence of clinical deterioration 14 days after randomization. We terminated this trial early because the number of patients with COVID-19 pneumonia in all the centers decreased in late March. Finally, a total of 86 COVID-19 patients underwent randomization. There was no difference of the incidence of clinical deterioration between the methylprednisolone group and control group (4.8 vs. 4.8%, p = 1.000). The duration of throat viral RNA detectability in the methylprednisolone group was 11 days (interquartile range, 6-16 days), which was significantly longer than that in the control group (8 days 2-12 days, p = 0.030). There were no significant differences between the 2 groups in other secondary outcomes. Mass cytometry discovered CD3+ T cells, CD8+ T cells, and NK cells in the methylprednisolone group which were significantly lower than those in the control group after randomization (p < 0.05). From this prematurely closed trial, we found that the short-term early use of corticosteroid could suppress the immune cells, which may prolong severe acute respiratory syndrome coronavirus 2 shedding in patients with COVID-19 pneumonia. ClinicalTrials.gov, NCT04273321.