Mesenchymal stem cells (MSCs) are multipotent adult stem cells present in virtually all tissues; they have potent self-renewal capacity and differentiate into multiple cell types. For many reasons, these cells are a promising therapeutic alternative to treat patients with severe COVID-19 and pulmonary post-COVID sequelae. These cells are not only essential for tissue regeneration; they can also alter the pulmonary environment through the paracrine secretion of several mediators. They can control or promote inflammation, induce other stem cells differentiation, restrain the virus load, and much more. In this work, we performed single-cell RNA-seq data analysis of MSCs in bronchoalveolar lavage samples from control individuals and COVID-19 patients with mild and severe clinical conditions. When we compared samples from mild cases with control individuals, most genes transcriptionally upregulated in COVID-19 were involved in cell proliferation. However, a new set of genes with distinct biological functions was upregulated when we compared severely affected with mild COVID-19 patients. In this analysis, the cells upregulated genes related to cell dispersion/migration and induced the g-activated sequence (GAS) genes, probably triggered by IFNGR1 and IFNGR2. Then, IRF-1 was upregulated, one of the GAS target genes, leading to the interferon-stimulated response (ISR) and the overexpression of many signature target genes. The MSCs also upregulated genes involved in the mesenchymal-epithelial transition, virus control, cell chemotaxis, and used the cytoplasmic RNA danger sensors RIG-1, MDA5, and PKR. In a non-comparative analysis, we observed that MSCs from severe cases do not express many NF-kB upstream receptors, such as Toll-like (TLRs) TLR-3, -7, and -8; tumor necrosis factor (TNFR1 or TNFR2), RANK, CD40, and IL-1R1. Indeed, many NF-kB inhibitors were upregulated, including PPP2CB, OPTN, NFKBIA, and FHL2, suggesting that MSCs do not play a role in the “cytokine storm” observed. Therefore, lung MSCs in COVID-19 sense immune danger and act protectively in concert with the pulmonary environment, confirming their therapeutic potential in cell-based therapy for COVID-19. The transcription of MSCs senescence markers is discussed.