The aim of this study is to assess the efficacy of multiple treatments, especially hydroxychloroquine, used in different disease stages of coronavirus disease 2019 (COVID-19). All consecutive patients with COVID-19 admitted to Shanghai Public Health Clinical Center (Shanghai, China) between January 20, 2020, and April 30, 2020, were enrolled, and their clinical data were retrospectively collected. Binary logistic regression was used to screen the factors associated with disease aggravation, and multivariable analyses with the Cox proportional hazards model were used to estimate the effects of prognostic factors on the improvement time and PCR conversion days in throat swabs and stool swabs. A total of 616 patients, including 50 (8.11%) severe and 18 (2.92%) critical patients, were enrolled in our retrospective cohort study. The early use of hydroxychloroquine was a protective factor associated with disease aggravation (95% CI: 0.040-0.575, p = 0.006). Clinical improvement by 20 days was significantly different between patients with hydroxychloroquine used early and those with hydroxychloroquine not used (p = 0.016, 95% CI: 1.052-1.647). The median time to clinical improvement was 6 days in the hydroxychloroquine used early group, compared with 9 days in the without hydroxychloroquine used group and 8 days in the with hydroxychloroquine not used early group (p < 0.001). Hydroxychloroquine used early was associated with earlier PCR conversion in both throat swabs (HR = 1.558, p = 0.001) and stool swabs (HR = 1.400, p = 0.028). The use of hydroxychloroquine at an early stage is a potential therapeutic strategy for treating patients before irreversible severe respiratory complications occur. The early use of hydroxychloroquine decreased the improvement time and the duration of COVID-19 detection in throat and stool swabs.