The aim of this study is to investigate prospectively specific immune system factors in preterm neonates with late-onset sepsis and infection-free controls. Matched preterm neonates (n = 82) were divided into three groups: suspected infection (n = 25), sepsis (n = 17), and infection-free controls (n = 40). Serial measurements were made of interleukin-6 (IL-6), IL-1β, tumor necrosis factor-α (TNF-α), lymphocyte subsets [CD3+, CD4+, CD8+, natural killer (NK) cells, and B cells], the immunoglobulins (IgG, IgM, and IgA), C-reactive protein (CRP), and the total blood count, before, 2 days after initiation of treatment, and after stopping treatment. The percentages of NK and B cells were higher in the sepsis group, but those of CD3+, CD4+, and CD8+ showed no differences. IgG was lower in the sepsis group. IL-6 >30 pg/ml and TNF-α >30 pg/ml were sensitive sepsis predictors with sensitivity 1 (0.78-1) and 1 (0.79-1), respectively, but their specificity was poor. CRP was a specific [0.90 (0.80-0.96)] but not sensitive index [0.68 (0.48-0.85)], and its combination with IL-6 or TNF-α could enhance their diagnostic accuracy. It is concluded that NK and B cells may be elevated in late neonatal sepsis. IL-6 or TNF-α combined with CRP is a good diagnostic marker for late-onset sepsis in preterm neonates.