Sepsis is a systemic illness caused by invasion of tissues by pathogens. It is highly lethal, causing circulatory failure and death. There has been extensive research trying to identify possible therapies for sepsis. Apart from source control, and antibiotic and supportive therapy, glucocorticoids, anticoagulant agents, and immunoglobulins have been tried in both the experimental setting and in septic patients. Newer strategies include novel anticoagulant agents like ethyl pyruvate, statins, insulin receptor modulators and Toll-like receptor modulators. This review article summarizes both the current therapies and endeavors for future treatment in sepsis.