Introduction: The relationship between occurrence of sepsis and Body Mass Index (BMI) has been studied by treating BMI as a categorical variable based on the standard categories developed by the World Health Organisation (WHO). This technique masks the actual form of the relationship that exist between BMI and sepsis. Aim: To determine the shape of the association between BMI and probability of sepsis after adjusting the effect of gender, age, ethnicity and co-morbidities among critically-ill patients and to identify an appropriate technique to elucidate this association. Materials and Methods: The study was based on the data extracted from the Medical Information Mart for Intensive Care III (MIMIC-III) database, a real-world dataset. A robust Poisson regression model and a Restricted Cubic Spline (RCS) regression model were applied to model the data. Results: The study revealed a non linear relationship between BMI and occurrence of sepsis. From the RCS plot, an increased risk of sepsis was observed among underweight and obese males and a similar pattern was observed among those with hypertension. BMI, age, and hypertension were found to be significant in the robust Poisson model (RR 1.01, 95% CI 1.00-1.02, RR 1.01, 95% CI 1.00- 1.02, and RR 0.76, 95% CI 0.69-0.84, p<0.05, respectively). Conclusion: A non linear relationship was observed between BMI and occurrence of sepsis after adjusting for other factors in the critically-ill patients. Female patients in both underweight and obese category had lower occurrence of sepsis as compared to those with normal BMI. It is also worth noting that the status of diabetes did not display any association with BMI.