Sepsis represents one of the major health problem due to the high mortality rate and elevated health care costs. An important role in the genesis and the mechanisms sustaining sepsis has been found in the release of pro-inflammatory mediators. They are able to induce hemodynamic instability, end-organ dysfunction, and coagulation abnormalities. The host immune response involves a first extreme response to infective process that leads to tissue damage, organ failure and endothelial dysfunction. It was recently described the existence of a contrasting process, that is directed to restore homeostasis and it’s related with the release of anti-inflammatory mediators. The treatment of sepsis and septic shock could therefore benefit from the association of source control and antibiotic therapy with the use of drugs and other techniques, that act by modulating the cytokine storm. This approach is referred to an adjuvant therapy. The goal of this narrative review is to examine the various adjuvant therapies in the treatment of sepsis and septic shock.