Sepsis, the most common cause of admission to an intensive care unit (ICU), has had an increased incidence and prevalence over the last years with a simultaneous decrease in its short-term mortality. Sepsis survivors are more frequently discharged from hospital and often experience long-term outcomes such as late mortality, immune dysfunction, secondary infections, impaired quality of life, and unplanned readmissions. Early recognition and management of sepsis have challenged emergency care and critical care physicians and nurses. New sepsis definitions were produced and the Surviving Sepsis Campaign (SSC) 2016 was updated recently. Although hospital readmissions after sepsis are common, associated risk factors and how to manage patients who survive an episode of sepsis still need clarification. The immune dysfunction caused by sepsis/septic shock is complex, persistent, affects inflammatory and anti-inflammatory systems, and might be associated with long-term outcomes of sepsis. Several randomized controlled trials (RCT) that analyzed new (and old) interventions in sepsis/septic shock are discussed in this review in parallel with the SSC 2016 recommendations and other guidelines when relevant. RCTs addressing incidence, treatment, and prevention of important sepsis-associated organ dysfunction such as the acute respiratory distress syndrome, acute kidney injury, and brain dysfunction are highlighted. Finally, we briefly discuss the need for novel targets, predictive biomarkers, and new designs of RCTs in sepsis.