Background: Neonatal sepsis is one of the most important causes of elevated morbidity and mortality rates in neonatal intensive care units worldwide. While the clinical manifestations of neonatal sepsis tend to be nonspecific, its rapid development and life-threatening potential call for reliable markers for early detection. Methods: We conducted a retrospective single-center study including all neonates suspected of having developed neonatal sepsis from 2013 to 2016. Perinatal and clinical characteristics as well as microbiological and laboratory findings were evaluated. Neonatal sepsis was defined as either culture-proven sepsis (positive blood culture) or clinical sepsis (at least one symptom and elevated C-reactive protein (CRP) concentrations within 72 h with negative blood culture). We further differentiated between early-onset (EOS) and late-onset (LOS) sepsis. Results: Microbiological colonization screening by throat and rectal swabs frequently did not detect the organism that subsequently caused the sepsis. Depending on the age of the newborn with sepsis (EOS or LOS), associations between different anamnestic and clinical factors (prenatal or postnatal ones) were found. In particular, the central–peripheral temperature difference showed a strong association with LOS. Laboratory results useful for the early detection of neonatal sepsis included interleukin-6 (IL-6) and CRP concentrations. Conclusions: Elevated IL-6 >100 ng/L was a strong marker for neonatal sepsis. When choosing the antibiotics for treatment, data from microbiological colonization screening should be considered but not solely relied on. Some indicators of infection also depended on postnatal age.