Pneumonia associated with coronavirus disease 2019 (COVID-19) has been accounted for high mortality rate in severe COVID-19 worldwide, and additional serious scarcity of standard and effective anti-inflammatory drug in COVID-19 pneumonia management is a big challenge. Baricitinib, a Janus kinase (JAK) inhibitor, is a promising drug in COVID-19 pneumonia. This study aims to compare the clinical outcome of moderate-to-severe COVID-19 pneumonia treated with baricitinib with or without a loading dose. This prospective case-control study enrolled 37 adult patients where 17 patients (control) received baricitinib at 4 mg oral daily dose and 20 patients (case) received an additional single 8 mg oral loading dose. The median day to gain blood oxygen saturation level ≥95% (in room air) and return in normal breathing function were lower in case group than the control group. The requirement of intensive care unit and mechanical ventilation support was higher in the control group than in the case group [29.4% (N = 17)/10% (N = 20), P < 0.05; 11.8% (N = 17)/5% (N = 20), P > 0.05), respectively]. Thus, an additional loading dose of baricitinib revealed better clinical outcome of patients with COVID-19 pneumonia.