Sepsis is a life-threatening organ dysfunction caused by a dysregulated host response to infection. Sepsis causes cerebral dysfunction in the short and long term and induces disruption of the blood–brain barrier (BBB), neuroinflammation, hypoperfusion, and accumulation of amyloid β (Aβ) and tau protein in the brain. White matter changes and brain atrophy can be detected using brain imaging, but unfortunately, there is no specific treatment that directly addresses the underlying mechanisms of cognitive impairments in sepsis. Here, we review the underlying mechanisms of sepsis-associated brain injury, with a focus on BBB dysfunction and Aβ and tau protein accumulation in the brain. We also describe the neurological manifestations and imaging findings of sepsis-associated brain injury, and finally, we propose potential therapeutic strategies for acute and long-term cognitive impairments associated with sepsis. In the acute phase of sepsis, we suggest using antibiotics (such as rifampicin), targeting proinflammatory cytokines, and preventing ischemic injuries and hypoperfusion. In the late phase of sepsis, we suggest targeting neuroinflammation, BBB dysfunction, Aβ and tau protein phosphorylation, glycogen synthase kinase-3 beta (GSK3β), and the receptor for advanced glycation end products (RAGE). These proposed strategies are meant to bring new mechanism-based directions for future basic and clinical research aimed at preventing or ameliorating acute and long-term cognitive impairments in patients with sepsis.