In the recent years, it has become clear that septic shock is characterized by the simultaneous production of inflammatory and anti-inflammatory mediators; the primary role of the latter is to counterbalance the former, thus limiting the severity of their systemic effects. However, in a number of patients, the anti-inflammatory substances can cause a downregulation in both the innate and adaptive immune capabilities, leading a second phase characterized to secondary infections caused by opportunist germs and the reactivation of latent viruses, muscle wasting; altogether, these abnormalities set the stage for a chronic critical condition. This condition, whose identification is relatively recent, is called immunoparalysis. Unfortunately, the current approach to septic shock is focused much more on the inflammatory phase than in the ensuing immunoparalysis, whose diagnosis can be challenging. In this chapter, the role played by both classes of mediators, the monitoring of the immune system, and the possible current and not yet available therapeutic strategies of immunoparalysis are reviewed and discussed.