Sepsis is currently defined as a life-threatening organ dysfunction caused by a dysregulated host response to infection, and it affects over 25 million people every year. Even more severe, septic shock is a subset of sepsis defined by persistent hypotension, and hospital mortality rates are higher than 40%. Although early sepsis mortality has greatly improved in the past few years, sepsis patients who survive the hyperinflammation and subsequent organ damage often die from long-term complications, such as secondary infection, and despite decades of clinical trials targeting this stage of the disease, currently, no sepsis-specific therapies exist. As new pathophysiological mechanisms have been uncovered, immunostimulatory therapy has emerged as a promising path forward. Highly investigated treatment strategies include cytokines and growth factors, immune checkpoint inhibitors, and even cellular therapies. There is much to be learned from related illnesses, and immunotherapy trials in oncology, as well as the recent COVID-19 pandemic, have greatly informed sepsis research. Although the journey ahead is a long one, the stratification of patients according to their immune status and the employment of combination therapies represent a hopeful way forward.