Cytokine storm (CS) is a significant cause of death in patients with severe coronavirus pneumonia. Excessive immune–inflammatory reaction, many inflammatory cell infiltration, and extreme increase of proinflammatory cytokines and chemokines lead to acute lung injury and acute respiratory distress syndrome (ARDS). This review compares the characters of cytokine storms and immune responses caused by three highly pathogenic and infectious coronaviruses (HCoVs), including severe acute respiratory syndrome coronavirus (SARS-CoV), Middle East respiratory syndrome-coronavirus (MERS-CoV), and severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), and analyzes the possible mechanisms to guide clinical treatment in the future.