Background <p>The aim of this systematic review was to compare the efficacy of methylprednisolone and dexamethasone in severe COVID-19 hospitalized patients.</p> Methods <p>We conducted systematic searches of MEDLINE, Embase, the Cochrane Library, and clinicaltrials.gov without language restrictions. Randomized controlled trials (RCTs) on the treatment of severe COVID-19 with methylprednisolone, compared with dexamethasone, were included. Findings were summarized as risk ratios (RR) and mean differences (MD) with 95% confidence intervals (CI). The certainty of evidence was assessed using the GRADE (Grading of Recommendations, Assessment, Development, and Evaluations) framework, categorized as “high,” “moderate,” “low,” or “very low” quality.</p> Results <p>Five RCTs (enrolling 1102 participants) met the inclusion criteria. There was no statistically significant difference in 28-day mortality (RR 0.81, 95% CI 0.58 to 1.14; GRADE = high), length of hospital stay (MD 0.67&#xa0;days, 95% CI −1.77 to 3.10&#xa0;days; moderate), intensive care unit (ICU) admission (RR 1.20, 95% CI 0.85 to 1.69; high), and invasive ventilation (RR 0.87, 95% CI 0.42 to 1.79; high) between the two groups. Overall, using the GRADE framework, 3 pooled analyses were rated as high quality, with 1 rated as moderate quality.</p> Conclusions <p>Methylprednisolone demonstrated similar therapeutic effects compared to dexamethasone in hospitalized patients with severe COVID-19.</p>