Background: Whole blood gene expression analysis is essential for understanding molecular host responses and identifying markers of disease severity. Self-collected finger-prick capillary blood provides a promising alternative to venous sampling, yet its application to transcriptomics is still underexplored. Methods: COVERAGE-Immuno sub-study is an ancillary study of the COVERAGE France platform trial (NCT04356495), a randomized controlled trial of COVID-19 early treatment in at risk patients with mild COVID-19 monitored at home. Participants recruited additional sampling for in-depth, repeated evaluation of the immunological markers and gene expression data. We compared gene expression data obtained simultaneously from venous blood (Tempus tube) and ultralow-volume finger-prick samples. Findings: Our analysis revealed moderate to good concordance between the two sampling methods at the gene level (ICC=0·74) and excellent agreement at the gene set level. Cell frequency deconvolution exhibited similar performance in both Tempus and Finger-prick, notably for B and CD8+ T cells, and serum biomarker IL-1b and IP-10 dynamics were also identifiable from gene expression regardless of the sampling technology, thus offering valuable insights into SARS-CoV-2 pathophysiology. Hence, the dynamics of the immune response could be analyzed at a daily resolution, confirming early signals of neutrophil activation, interferon signaling, erythroid cell involvement, and inflammation pathways during the early stages of mild COVID-19. Interpretation: These findings validate the feasibility and reliability of finger-prick sampling for at-home use, providing a unique tool for advanced clinical research and precision medicine. Funding: EIT Health (Grant number: 20874 COVERAGE-Immuno).