BACKGROUND AND PURPOSE: Immune response hyperactivation is critical in the progression of coronavirus disease (COVID-19). We studied the effect of the pre-exposure to disease-modifying antirheumatic drugs (DMARDs) that decrease immunological responses on the incidence of COVID-19 symptoms to explore therapeutic approaches in its early stages. EXPERIMENTAL APPROACH: Multicentre retrospective cohort study including 2,494 patients with inflammatory diseases recruited from 14 primary care centres in Barcelona (Spain). The primary outcome was the presence of confirmed or highly suspected COVID-19 (hsCOVID-19) symptoms reported during March 2020 at primary care or hospital emergency department. Multivariable Poisson regression models were fitted to estimate hsCOVID-19 symptoms relative risk (RR) adjusted by comorbidities. KEY RESULTS: Biological (RR=0.46, CI95%=0.31-0.67) and synthetic (RR=0.62, CI95%=0.43-0.91) DMARDs used in immunomediated inflammatory diseases diminished the incidence of symptomatic cases of hsCOVID-19. Striking sex differences were revealed. Protective effects of anti-TNFα pre-exposure (RR=0.50, CI95%=0.33-0.75) were higher in women (RR=0.33, CI95%=0.17-0.647), whereas anti-IL6/12/17/23 compounds pre-exposure (RR=0.47, CI95%=0.24-0.92) produced slightly higher protective effects in men (RR=0.44, CI95%=0.15-1.68). Pre-exposure to low glucocorticoid doses also revealed sex differences decreasing the incidence of hsCOVID-19 symptoms predominantly in women (RR=0.72, CI95%=0.42-1.22). A merely protective effect of pre-exposure to chloroquine/hydroxychloroquine (RR 0.76, CI95%=0.36-1.62) was observed. CONCLUSIONS AND IMPLICATIONS: We identified specific DMARDs with different immune-depressor mechanisms that decrease hsCOVID-19 symptoms with striking sex differences. These results underline the potential interest of starting clinical trials with anti-TNFα compounds in women to evaluate their efficacy in minimizing disease progression in the early stages of COVID-19.