Ferroptosis is a new type of programmed cell death that is different from apoptosis, cell necrosis, and autophagy, which might be involved in development of sepsis. However, the potential role of ferroptosis-related genes (FRGs) in sepsis remained unclear. We identified 41 ferroptosis-related differential expression genes by weighted correlation network and differential expression analysis. The hub module of 41 ferroptosis-related differential expression genes in the protein-protein interaction network was identified. Next, we estimated diagnostic values of genes in hub modules. TLR4, WIPI1, and GABARAPL2 with high diagnostic value were selected for construction of risk prognostic model. The high risk-scored patients had significantly higher mortality than the patients with low risk scores in discovery dataset. Furthermore, the risk scores of nonsurvivor were higher than those of survivor in validation dataset. It suggested that risk score was significantly correlated to prognosis in sepsis. Then, we constructed a nomogram for improving the clinical applicability of risk signature. Moreover, the risk score was significantly associated with immune infiltration in sepsis. Our comprehensive analysis of FRGs in sepsis demonstrated the potential roles in diagnosis, prognosis, and immune infiltration. This work may benefit in understanding FRGs in sepsis and pave a new path for diagnosis and assessment of prognosis.