This work presents a mathematical model to investigate the current outbreak of the coronavirus disease 2019 (COVID-19) worldwide. The model presents the infection dynamics and emphasizes the role of the immune system: both the humoral response as well as the adaptive immune response. We built a mathematical model of delay differential equations describing a simplified view of the mechanism between the COVID-19 virus infection and the immune system. We conduct an analysis of the model exploring different scenarios, and our numerical results indicate that some theoretical immunotherapies are successful in eradicating the COVID-19 virus.