Lung-infiltrating macrophages create a marked inflammatory milieu in a subset of patients with COVID-19 by producing a cytokine storm, which correlates with increased lethality. However, these macrophages are largely not infected by SARS-CoV-2, so the mechanism underlying their activation in the lung is unclear. Type I interferons (IFN-I) contribute to protecting the host against SARS-CoV-2 but may also have some deleterious effect, and the source of IFN-I in the lungs of infected patients is not well defined. Plasmacytoid dendritic cells (pDCs), a key cell type involved in antiviral responses, can produce IFN-I in response to SARS-CoV-2. We observed the infiltration of pDCs in the lungs of SARS-CoV-2-infected patients, which correlated with strong IFN-I signaling in lung macrophages. In patients with severe COVID-19, lung macrophages expressed a robust inflammatory signature, which correlated with persistent IFN-I signaling at the single-cell level. Hence, we observed the uncoupling in the kinetics of the infiltration of pDCs in the lungs and the associated IFN-I signature, with the cytokine storm in macrophages. We observed that pDCs were the dominant IFN-α-producing cells in response to the virus in the blood, whereas macrophages produced IFN-α only when in physical contact with infected epithelial cells. We also showed that IFN-α produced by pDCs, after the sensing of SARS-CoV-2 by TLR7, mediated changes in macrophages at both transcriptional and epigenetic levels, which favored their hyperactivation by environmental stimuli. Together, these data indicate that the priming of macrophages can result from the response by pDCs to SARS-CoV-2, leading to macrophage activation in patients with severe COVID-19.