Severe infection can lead to sepsis. In sepsis, the host mounts an inappropriately large inflammatory response in an attempt to clear the invading pathogen. This sustained high level of inflammation may cause tissue injury and organ failure. Later in sepsis, a paradoxical immunosuppression occurs, where the host is unable to clear the preexisting infection and is susceptible to secondary infections. A major issue with sepsis treatment is that it is difficult for physicians to ascertain which stage of sepsis the patient is in. Sepsis treatment will depend on the patient’s immune status across the spectrum of the disease, and these immune statuses are nearly polar opposites in the early and late stages of sepsis. Furthermore, there is no approved treatment that can resolve inflammation without contributing to immunosuppression within the host. Here, we review the major mechanisms of sepsis-induced immunosuppression and the biomarkers of the immunosuppressive phase of sepsis. We focused on reviewing three main mechanisms of immunosuppression in sepsis. These are lymphocyte apoptosis, monocyte/macrophage exhaustion, and increased migration of myeloid-derived suppressor cells (MDSCs). The biomarkers of septic immunosuppression that we discuss include increased MDSC production/migration and IL-10 levels, decreased lymphocyte counts and HLA-DR expression, and increased GPR18 expression. We also review the literature on the use of specialized pro-resolving mediators (SPMs) in different models of infection and/or sepsis, as these compounds have been reported to resolve inflammation without being immunosuppressive. To obtain the necessary information, we searched the PubMed database using the keywords sepsis, lymphocyte apoptosis, macrophage exhaustion, MDSCs, biomarkers, and SPMs.