Our insight of the sepsis response has evolved to encompass not only the pro-inflammatory but also an anti-inflammatory reaction following infection. Clinical trials have been designed to target either bacterial products, endotoxin in particular, or mediators involved in the sepsis response, but until recently the majority of them have given unfavorable results. In this article, we provide a scope of clinical trials that have been done in immunomodulation during sepsis whether or not they provide positive results. We will also discuss some of the reasons why those studies have been disappointing. Current and future trials with a better assessment of inflammatory status of patients and better-defined outcomes such as organ dysfunction are now underway.