Sepsis has been recognized as a global health burden in the year 2017 for its high morbidity and mortality. HDL, a cholesterol transporter, also plays vital role in inflammation besides its typical role in reverse cholesterol transportation. In septic patients, HDL levels dropped significantly. HDL exerts a variety of protective effects in the pathophysiology of sepsis including acting on pathogens, inhibiting macrophage inflammatory reaction, and modulating endothelial function in sepsis. Studies have shown that rHDL or apoA-I mimetic peptides could be therapeutic potentials in sepsis. HDL has caused increasing concern as a potential therapeutic agent.