Several studies published in recent years highlight the importance of the interaction between inflammatory and coagulation mechanisms in septic patients. Anticoagulation can be a challenge in those patients for their basic comorbidities and the pro-inflammatory state of sepsis itself. In this review we analyze the influence of sepsis status and the comorbidities of patients (especially renal impairment), when anticoagulate those patients, the correct way to stratify them and the appropriate therapeutic and monitoring strategies.