COVID-19 is a pandemic disease caused by the new coronavirus SARS-CoV-2 that mostly affects the respiratory system. The consequent inflammation is not able to clear viruses. The persistent excessive inflammatory response can build up a clinical picture that is very difficult to manage and potentially fatal. Modulating the immune response plays a key role in fighting the disease. One of the main defence systems is the activation of neutrophils that release neutrophil extracellular traps (NETs) under the stimulus of autophagy. Various molecules can induce NETosis and autophagy; some potent activators are damage-associated molecular patterns (DAMPs) and, in particular, the high-mobility group box 1 (HMGB1). This molecule is released by damaged lung cells and can induce a robust innate immunity response. The increase in HMGB1 and NETosis could lead to sustained inflammation due to SARS-CoV-2 infection. Therefore, blocking these molecules might be useful in COVID-19 treatment and should be further studied in the context of targeted therapy.