Abstract Background To explore the long-term trajectories considering pneumonia volumes and lymphocyte counts with individual data in COVID-19. Methods A cohort of 257 convalescent COVID-19 patients (131 male and 126 females) were included. Group-based multi-trajectory modelling was applied to identify different trajectories in terms of pneumonia lesion percentage and lymphocyte counts covering the time from onset to post-discharge follow-ups. We studied the basic characteristics and disease severity associated with the trajectories. Results We characterised four distinct trajectory subgroups. (1) Group 1 (13.9%), pneumonia increased until a peak lesion percentage of 1.9% (IQR 0.7–4.4) before absorption. The slightly decreased lymphocyte rapidly recovered to the top half of the normal range. (2) Group 2 (44.7%), the peak lesion percentage was 7.2% (IQR 3.2–12.7). The abnormal lymphocyte count restored to normal soon. (3) Group 3 (26.0%), the peak lesion percentage reached 14.2% (IQR 8.5–19.8). The lymphocytes continuously dropped to 0.75 × 10⁹/L after one day post-onset before slowly recovering. (4) Group 4 (15.4%), the peak lesion percentage reached 41.4% (IQR 34.8–47.9), much higher than other groups. Lymphopenia was aggravated until the lymphocytes declined to 0.80 × 10⁹/L on the fourth day and slowly recovered later. Patients in the higher order groups were older and more likely to have hypertension and diabetes (all P values < 0.05), and have more severe disease. Conclusions Our findings provide new insights to understand the heterogeneous natural courses of COVID-19 patients and the associations of distinct trajectories with disease severity, which is essential to improve the early risk assessment, patient monitoring, and follow-up schedule.