It is evident that the admission of some patients with sepsis and septic shock to hospitals is occurring late in their illness, which has contributed to the increase in poor outcomes and high fatalities worldwide across age groups. The current diagnostic and monitoring procedure relies on an inaccurate and often delayed identification by the clinician, who then decides the treatment upon interaction with the patient. Initiation of sepsis is accompanied by immune system paralysis following “cytokine storm”. The unique immunological response of each patient is important to define in terms of subtyping for therapy. The immune system becomes activated in sepsis to produce interleukins, and endothelial cells express higher levels of adhesion molecules. The proportions of circulating immune cells change, reducing regulatory cells and increasing memory cells and killer cells, having long-term effects on the phenotype of CD8 T cells, HLA-DR, and dysregulation of microRNA. The current narrative review seeks to highlight the potential application of multi-omics data integration and immunological profiling at the single-cell level to define endotypes in sepsis and septic shock. The review will consider the parallels and immunoregulatory axis between cancer and immunosuppression, sepsis-induced cardiomyopathy, and endothelial damage. Second, the added value of transcriptomic-driven endotypes will be assessed through inferring regulatory interactions in recent clinical trials and studies reporting gene modular features that inform continuous metrics measuring clinical response in ICU, which can support the use of immunomodulating agents.