Inclusion Criteria:  Adults greater or equal than 18 years old COVID-19 infection confirmed by positive PCR test Hypoxemia defined by an oxygen saturation < 94% or the need for supplemental oxygen  Exclusion Criteria:  Corticosteroid use for > 48h within the past 15 days prior to enrollment Use of steroids with doses higher than the equivalent to dexamethasone 6 mg Use of immunosuppressive drugs Pregnant women Chronic oxygen use Known history of dexamethasone allergy DNR / DNI Patient or proxy cannot consent