With the legendary saying of Leonardo da Vinci in the title, we suggest that Glucocorticoid Induced Leucine Zipper (GILZ) may have more promising effects against polymicrobial sepsis, than glucocorticoids (GC). Indeed, the use of GCs in sepsis remains a matter of debate. The rationale for their use in sepsis is to modulate the exaggerated inflammatory response while maintaining innate immunity. However, GC resistance and side‐effects limit their therapeutic value in sepsis. Hence, there is a growing interest in understanding the mechanisms by which GCs modulate immune responses upon infection. In this issue of the European Journal of Immunology, Ellouze et al. provide data demonstrating that deregulated expression of GILZ, a GC‐induced protein, in monocytes/macrophages (M/M) recovered from septic shock patients may contribute to the pathogenesis. Furthermore, the authors demonstrate that GILZ overexpression in M/M improves outcome in septic animals by limiting systemic inflammation while increasing bacterial clearance. Overall, these data provide evidence that GCs may modulate immune responses via GILZ and that GILZ is a valuable alternative for GC therapy in sepsis.