The toxicity caused by different organisms in septic shock is substantially complex and characterized by an intricate pathogenicity that involves several systems and pathways. Immune cells’ pattern recognition receptors initiate the host response to pathogens after the recognition of pathogen-associated molecular patterns. In essence, the subsequent activation of downstream pathways may progress to infection resolution or to a dysregulated host response that represents the hallmark of organ injury in septic shock. Likewise, the management of organism toxicity in septic shock is complicated and comprises a multiplicity of suitable targets. In this review, the classic immune responses to pathogens are discussed as well as other factors that are relevant in the pathogenicity of septic shock, including sepsis-induced immune suppression, inflammasome activation, intestinal permeability, and the role of lipids and proprotein convertase subtilisin/kexin type 9. Current therapies aiming to eliminate the organisms causing septic shock, recent and ongoing trials in septic shock treatment, and potential new therapeutic strategies are also explored.