The clinical, human and economic burden associated with sepsis is huge. Initiatives such as the Surviving Sepsis Campaign aim to effectively reduce risk of death from severe sepsis and septic shock. Nonetheless, although substantial benefits raised from the implementation of this campaign have been obtained, much work remains if we are to realise the full potential promised by this strategy. A deeper understanding of the processes leading to sepsis is necessary before we can design an effective suite of interventions. Dysregulation of the immune response to infection is acknowledged to contribute to the pathogenesis of the disease. Production of both proinflammatory and immunosuppressive cytokines is observed from the very first hours following diagnosis. In addition, hypogammaglobulinemia is often present in patients with septic shock. Moreover, levels of IgG, IgM and IgA at diagnosis correlate directly with survival. In turn, nonsurvivors have lower levels of C4 (a protein of the complement system) than the survivors. Natural killer cell counts and function also seem to have an important role in this disease. HLA-DR in the surface of monocytes and counts of CD4+CD25+ T-regulatory cells in blood could also be useful biomarkers for sepsis. At the genomic level, repression of networks corresponding to major histocompatibility complex antigen presentation is observed in septic shock. In consequence, cumulative evidence supports the potential role of immunological monitoring to guide measures to prevent or treat sepsis in a personalised and timely manner (early antibiotic administration, immunoglobulin replacement, immunomodulation). In conclusion, although diffuse and limited, current available information supports the development of large comprehensive studies aimed to urgently evaluate immunological monitoring as a tool to prevent sepsis, guide its treatment and, as a consequence, diminish the morbidity and mortality associated with this severe condition.