Late-onset neonatal sepsis (LONS) remains an important threat to the health of preterm neonates in the neonatal intensive care unit. Strategies to optimize care for preterm neonates with LONS are likely to improve survival and long-term neurocognitive outcomes. However, many important questions on how to improve the prevention, early detection, and therapy for LONS in preterm neonates remain unanswered. This review identifies important knowledge gaps in the management of LONS and describe possible methods and technologies that can be used to resolve these knowledge gaps. The availability of computational medicine and hypothesis-free-omics approaches give way to building bedside feedback tools to guide clinicians in personalized management of LONS. Despite advances in technology, implementation in clinical practice is largely lacking although such tools would help clinicians to optimize many aspects of the management of LONS. We outline which steps are needed to get possible research findings implemented on the neonatal intensive care unit and provide a roadmap for future research initiatives.