The search for biological markers, which allow a relatively accurate assessment of the individual course of pulmonary sarcoidosis at the time of diagnosis, remains one of the research priorities in this field of pulmonary medicine. The aim of our study was to investigate possible prognostic factors for pulmonary sarcoidosis with a special focus on cellular immune inflammation markers. A 2-year follow-up of the study population after the initial prospective and simultaneous analysis of lymphocyte activation markers expression in the blood, as well as bronchoalveolar lavage fluid (BALF) and lung biopsy tissue of patients with newly diagnosed pulmonary sarcoidosis, was performed. We found that some blood and BAL fluid immunological markers and lung computed tomography (CT) patterns have been associated with a different course of sarcoidosis. We revealed five markers that had a significant negative association with the course of sarcoidosis (worsening pulmonary function tests and/or the chest CT changes)—blood CD4+CD31+ and CD4+CD44+ T lymphocytes, BALF CD8+CD31+ and CD8+CD103+ T lymphocytes and a number of lung nodules on chest CT at the time of the diagnosis. Cut-off values, sensitivity, specificity and odds ratio for predictors of sarcoidosis progression were calculated. These markers may be reasonable predictors of sarcoidosis progression.