Sepsis is a clinical syndrome defined as a dysregulated host response to infection resulting in life-threatening organ dysfunction. Sepsis is a major public health concern associated with one in five deaths worldwide. Sepsis is characterized by unbalanced inflammation and profound and sustained immunosuppression, increasing patient susceptibility to secondary infections and mortality. microRNAs (miRNAs) play a central role in the control of many biological processes, and deregulation of their expression has been linked to the development of oncological, cardiovascular, neurodegenerative and metabolic diseases. In this review, we discuss the role of miRNAs in sepsis pathophysiology. Overall, miRNAs are seen as promising biomarkers, and it has been proposed to develop miRNA-based therapies for sepsis. Yet, the picture is not so straightforward because of the versatile and dynamic features of miRNAs. Clearly, more research is needed to clarify the expression and role of miRNAs in sepsis, and to promote the use of miRNAs for sepsis management.