In 2020, sepsis has been defined a worldwide health major issue (World Health Organization). Lung, urinary tract and abdominal cavity are the preferred sites of sepsis-linked infection. Research has highlighted that the advancement of sepsis is not only related to the presence of inflammation or microbial or host pattern recognition. Clinicians and researchers now recognized that a severe immunosuppression is also a common feature found in patients with sepsis, increasing the susceptibility to secondary infections. Lipopolysaccharides (LPS) are expressed on the cell surface of Gram-negative, whereas Gram-positive bacteria express peptidoglycan (PGN) and lipoteichoic acid (LTA). The main mechanism by which LPS trigger host innate immune responses is binding to TLR4-MD2 (toll-like receptor4-myeloid differentiation factor 2), whereas, PGN and LTA are exogenous ligands of TLR2. Nucleotide-binding oligomerization domain (NOD)-like receptors are the most well-characterized cytosolic pattern recognition receptors, which bind microbial molecules, endogenous by-products and environmental triggers. It has been demonstrated that high-density lipoproteins (HDL), besides their major role in promoting cholesterol efflux, possess diverse pleiotropic properties, ranging from a modulation of the immune system to anti-inflammatory, anti-apoptotic, and anti-oxidant functions. In addition, HDL are able at i) binding LPS, preventing the activating of TLR4, and ii) inducing the expression of ATF3 (Activating transcription factor 3), a negative regulator of the TLR signalling pathways, contributing at justifying their capacity to hamper infection-based illnesses. Therefore, reconstituted HDL (rHDL), constituted by apolipoprotein A-I/apolipoprotein A-IMilano complexed with phospholipids, may be considered as a new therapeutic tool for the management of sepsis.