Sepsis has high fatality rates. Early diagnosis could increase its curating rates. There were no reliable molecular biomarkers to distinguish between infected and uninfected patients currently, which limit the treatment of sepsis. To this end, we analyzed gene expression datasets from the GEO database to identify its mRNA signature. First, two gene expression datasets (GSE154918 and GSE131761) were downloaded to identify the differentially expressed genes (DEGs) using Limma package. Totally 384 common DEGs were found in three contrast groups. We found that as the condition worsens, more genes were under disorder condition. Then, random forest model was performed with expression matrix of all genes as feature and disease state as label. After which 279 genes were left. We further analyzed the functions of 279 important DEGs, and their potential biological roles mainly focused on neutrophil threshing, neutrophil activation involved in immune response, neutrophil-mediated immunity, RAGE receptor binding, long-chain fatty acid binding, specific granule, tertiary granule, and secretory granule lumen. Finally, the top nine mRNAs (MCEMP1, PSTPIP2, CD177, GCA, NDUFAF1, CLIC1, UFD1, SEPT9, and UBE2A) associated with sepsis were considered as signatures for distinguishing between sepsis and healthy controls. Based on 5-fold cross-validation and leave-one-out cross-validation, the nine mRNA signature showed very high AUC.