The COVID‐19 outbreak has infected over 6 million people across the world. The origin of COVID‐19 coronavirus (CoV) remains unknown, although pangolins have been suggested as potential hosts. We investigated two pangolins seized in Guangdong Province, China. Molecular screening revealed CoV in one pangolin (“Dahu”), while another (“Meidong”) was infected by Ehrlichia ruminantium. Dahu exhibited difficulty breathing, infections of lung, intestines, and nostrils, as revealed by computed tomography imaging and necropsy. Previous phylogenetic analyses showed bat coronavirus RaTG13 is closer to COVID‐19 CoV compared to pangolin coronavirus. Over 20 caregivers have had close physical contact with CoV‐positive Dahu, but none became infected with CoV. Our data suggest that pangolins are unlikely the natural reservoir or secondary hosts of COVID‐19 CoV. Pangolins seems to be victims infected by CoV carried by a not yet unidentified natural reservoir host species, perhaps due to their weakened immune system.