Immunogenic cell death (ICD) serves a critical role in regulating cell death adequate to activate an adaptive immune response, and it is associated with various inflammation-related diseases. However, the specific role of ICD-related genes in COVID-19 remains unclear. We acquired COVID-19-related information from the GEO database and a total of 14 ICD-related differentially expressed genes (DEGs) were identified. These ICD-related DEGs were closely associated with inflammation and immune activity. Afterward, CASP1, CD4, and EIF2AK3 among the 14 DEGs were selected as feature genes based on LASSO, Random Forest, and SVM-RFE algorithms, which had reliable diagnostic abilities. Moreover, functional enrichment analysis indicated that these feature genes may have a potential role in COVID-19 by being involved in the regulation of immune response and metabolism. Further CIBERSORT analysis demonstrated that the variations in the immune microenvironment of COVID-19 patients may be correlated with CASP1, CD4, and EIF2AK3. Additionally, 33 drugs targeting 3 feature genes had been identified, and the ceRNA network demonstrated a complicated regulative association based on these feature genes. Our work identified that CASP1, CD4, and EIF2AK3 were diagnostic genes of COVID-19 and correlated with immune activity. This study presents a reliable diagnostic signature and offers an overview to investigate the mechanism of COVID-19.