Background The benefit of tocilizumab on mortality and time to recovery in people with severe COVID pneumonia may depend on appropriate timing. The objective was to estimate the impact of tocilizumab administration on switching respiratory support states, mortality and time to recovery. Methods In an observational study, a continuous-time Markov multi-state model was used to describe the sequence of respiratory support states including: no respiratory support (NRS), oxygen therapy (OT), non-invasive ventilation (NIV) or invasive mechanical ventilation (IMV), OT in recovery, NRS in recovery. Results Two hundred seventy-one consecutive adult patients were included in the analyses contributing to 695 transitions across states. The prevalence of patients in each respiratory support state was estimated with stack probability plots, comparing people treated with and without tocilizumab since the beginning of the OT state. A positive effect of tocilizumab on the probability of moving from the invasive and non-invasive mechanical NIV/IMV state to the OT in recovery state (HR = 2.6, 95% CI = 1.2–5.2) was observed. Furthermore, a reduced risk of death was observed in patients in NIV/IMV (HR = 0.3, 95% CI = 0.1–0.7) or in OT (HR = 0.1, 95% CI = 0.0–0.8) treated with tocilizumab. Conclusion To conclude, we were able to show the positive impact of tocilizumab used in different disease stages depicted by respiratory support states. The use of the multi-state Markov model allowed to harmonize the heterogeneous mortality and recovery endpoints and summarize results with stack probability plots. This approach could inform randomized clinical trials regarding tocilizumab, support disease management and hospital decision making.