COVID-19, caused by SARS-CoV-2, is an acute and rapidly developing pandemic, which leads to a global health crisis. SARS-CoV-2 primarily attacks human alveoli and causes severe lung infection and damage. To better understand the molecular basis of this disease, we sought to characterize the responses of alveolar epithelium and its adjacent microvascular endothelium to viral infection under a co-culture system. SARS-CoV-2 infection caused massive virus replication and dramatic organelles remodeling in alveolar epithelial cells, alone. While, viral infection affected endothelial cells in an indirect manner, which was mediated by infected alveolar epithelium. Proteomics analysis and TEM examinations showed viral infection caused global proteomic modulations and marked ultrastructural changes in both epithelial cells and endothelial cells under the co-culture system. In particular, viral infection elicited global protein changes and structural reorganizations across many sub-cellular compartments in epithelial cells. Among the affected organelles, mitochondrion seems to be a primary target organelle. Besides, according to EM and proteomic results, we identified Daurisoline, a potent autophagy inhibitor, could inhibit virus replication effectively in host cells. Collectively, our study revealed an unrecognized cross-talk between epithelium and endothelium, which contributed to alveolar-capillary injury during SARS-CoV-2 infection. These new findings will expand our understanding of COVID-19 and may also be helpful for targeted drug development.