Atrial fibrillation (AF) is a frequently identified arrhythmia during the course of sepsis. The aim of this narrative review is to assess the characteristics of patients with new-onset AF related to sepsis and the risk of stroke and death, to understand if there is a need for anticoagulation. We searched for studies on AF and sepsis on PubMed, the Cochrane database, and Web of Science, and 17 studies were included. The mean incidence of new-onset AF in patients with sepsis was 20.6% (14.7% in retrospective studies and 31.6% in prospective). Risk factors for new-onset AF included advanced age, white race, male sex, obesity, history of cardiopulmonary disease, heart or respiratory failure, and higher disease severity score. In-hospital mortality was higher in patients with than in those without new-onset AF in 10 studies. In four studies the overall intensive care unit and hospital mortality rates were comparable between patients with and without new-onset AF, while three other studies did not provide mortality data. One study reported on the in-hospital incidence of stroke, which was 2.6 versus 0.69% in patients with or without new-onset AF, respectively. Seven of the studies provided follow-up data after discharge. In three studies, new-onset AF was associated with excess mortality at 28 days, 1 year, and 5 years after discharge of 34, 21, and 3% patients, respectively. In two studies, the mortality rate was comparable in patients with and without new-onset AF. Postdischarge stroke was reported in five studies, whereof two studies had no events after 30 and 90 days, one study showed a nonsignificant increase in stroke, and two studies demonstrated a significant increase in risk of stroke after new-onset AF. The absolute risk increase was 0.6 to 1.6%. Large prospective studies are needed to better understand the need for anticoagulation after new-onset AF in sepsis.