Severe infections induce immune defense mechanisms and initial tissue damage, which produce an inflammatory neutrophil response. Upon dysregulation of these responses, inflammation, further tissue damage, and systemic spread of the pathogen may occur. Subsequent vascular inflammation and activation of coagulation processes may cause microvascular obstruction at sites distal to the primary site of infection. Low immunoglobulin (Ig) M and IgG levels have been detected in patients with severe infections like sCAP and sepsis, associated with increased severity and mortality. Based on Ig’s modes of action, supplementation with polyvalent intravenous Ig preparations (standard IVIg or IgM/IgA-enriched Ig preparations) has long been discussed as a treatment option for severe infections. A prerequisite seems to be the timely administration of Ig preparations before excessive tissue damage has occurred and coagulopathy has developed. This review focuses on nonclinical and clinical studies that evaluated tissue-protective activities resulting from interactions of Igs with neutrophils, complement, and the coagulation system. The data indicate that coagulopathy, organ failure, and even death of patients can possibly be prevented by the timely combined interactions of (natural) IgM, IgA, and IgG with neutrophils and complement.