Patients with end-stage kidney disease (ESKD) are at high risk of severe COVID-19. Here, we perform longitudinal blood sampling of ESKD haemodialysis patients with COVID-19, collecting samples pre-infection, serially during infection, and after clinical recovery. Using plasma proteomics, and RNA-sequencing and flow cytometry of immune cells, we identify transcriptomic and proteomic signatures of COVID-19 severity, and find distinct temporal molecular profiles in patients with severe disease. Supervised learning reveals that the plasma proteome is a superior indicator of clinical severity than the PBMC transcriptome. We show that a decreasing trajectory of plasma LRRC15, a proposed co-receptor for SARS-CoV-2, is associated with a more severe clinical course. We observe that two months after the acute infection, patients still display dysregulated gene expression related to vascular, platelet and coagulation pathways, including PF4 (platelet factor 4), which may explain the prolonged thrombotic risk following COVID-19.