Sepsis is a systemic, deleterious inflammatory host response triggered by an infective agent leading to severe sepsis, septic shock and multi-organ failure. The host response to infection involves a complex, organized and coherent interaction between immune, autonomic, neuroendocrine and behavioral systems. Recent data have confirmed that disturbances of the autonomic nervous and neuroendocrine systems could contribute to sepsis-induced organ dysfunction. Through this review, we aimed to summarize the current knowledge about the endocrine dysfunction as response to sepsis, specifically addressed to vasopressin, copeptin, cortisol, insulin and leptin. We searched the following readily accessible, clinically relevant databases: PubMed, UpToDate, BioMed Central. The immune system could be regarded as a "diffuse sensory organ" that signals the presence of pathogens to the brain through different pathways, such as the vagus nerve, endothelial activation/dysfunction, cytokines and neurotoxic mediators and the circumventricular organs, especially the neurohypophysis. The hormonal profile changes substantially as a consequence of inflammatory mediators and microorganism products leading to inappropriately low levels of vasopressin, sick euthyroid syndrome, reduced adrenal responsiveness to ACTH, insulin resistance, hyperglycemia as well as hyperleptinemia. In conclusion, clinical diagnosis of this "pan-endocrine illness" is frequently challenging due to the many limiting factors. The most important benefits of endocrine markers in the management of sepsis may be reflected by their potential to be used as biomarkers in different scoring systems to estimate the severity of the disease and the risk of death.