Sepsis, characterized by life-threatening organ dysfunction due to a maladaptive host response to infection, and its more severe form, septic shock, pose significant global health challenges. The incidence of these conditions is increasing, highlighting the need for effective treatment strategies. This review explores the complex pathophysiology of sepsis, emphasizing the role of the endothelium and the therapeutic potential of corticosteroids. The endothelial glycocalyx, critical in maintaining vascular integrity, is compromised in sepsis, leading to increased vascular permeability and organ dysfunction. Corticosteroids have been used for over fifty years to treat severe infections, despite ongoing debate about their efficacy. Their immunosuppressive effects and the risk of exacerbating infections are significant concerns. The rationale for corticosteroid use in sepsis is based on their ability to modulate the immune response, promote cardiovascular stability, and potentially facilitate organ restoration. However, the evidence is mixed, with some studies suggesting benefits in terms of microcirculation and shock reversal, while others report no significant impact on mortality or organ dysfunction. The Surviving Sepsis Campaign provides cautious recommendations for their use. Emerging research highlights the importance of genomic and transcriptomic analyses in identifying patient subgroups that may benefit from corticosteroid therapy, suggesting a move toward personalized medicine in sepsis management. Despite potential benefits, the use of corticosteroids in sepsis requires careful consideration of individual patient risk profiles, and further research is needed to optimize their use and integrate genomic insights into clinical practice. This review underscores the complexity of sepsis treatment and the ongoing need for evidence-based approaches to improve patient outcomes.