Sepsis can cause sepsis-associated encephalopathy (SAE), but whether SAE was induced or exacerbated by ferroptosis remains unknown. In this study, the rat sepsis model was constructed using the cecal ligation and puncture method. The blood–brain barrier (BBB) permeability was measured by Evans blue dye (EBD) in vivo. The levels of ROS, Fe ion, MDA, GSH, and GPX4 were assessed by enzyme-linked immunosorbent assay (ELISA). The exosomes isolated from serum were cultured with bEnd.3 cells for the in vitro analysis. Moreover, bEnd.3 cells cultured with 100 μM FeCl3 (iron-rich) were to simulate ferroptosis stress. The cell viability was evaluated by Cell Counting Kit-8 (CCK-8) assay. A dual-luciferase reporter gene assay was performed to confirm the relationship between miR-9-5p with NEAT1, TFRC, and GOT1. In vivo, it is found that BBB permeability was damaged in model rats. Level of ROS, Fe ion, and MDA was increased, and level of GSH and GPX4 was decreased, which means ferroptosis was induced by sepsis. Exosome-packaged NEAT1 in serum was significantly upregulated in model rats. In vitro, it is found that NEAT1 functions as a ceRNA for miR-9-5p to facilitate TFRC and GOT1 expression. Overexpression of NEAT1 enhanced ferroptosis stress in bEnd.3 cells. Increased miR-9-5p alleviated sepsis-induced ferroptosis by suppressing the expression of TFRC and GOT1 both in vivo and in vitro. In conclusion, these findings suggest that sepsis induced high expression of serous exosome-derived NEAT1, and it might exacerbate SAE by promoting ferroptosis through regulating miR-9-5p/TFRC and GOT1 axis.