Background and Objectives: The predictive value of changes in C-reactive protein (CRP), procalcitonin, and leukocyte levels, which are commonly used in the diagnosis of infection in sepsis and septic shock, remains a topic of debate. The aim of this study was to evaluate the effectiveness of changes in CRP, procalcitonin, and leukocyte counts on the prognosis of 230 patients admitted to the intensive care unit (ICU) with the diagnosis of sepsis and pneumonia-related septic shock between 1 April 2022 and 31 December 2023, and to investigate whether any of these markers have a superior predictive value over the others in forecasting prognosis. Materials and Methods: This single-center, retrospective, cross-sectional observational study included patients who developed sepsis and septic shock due to community-acquired pneumonia and were admitted to the ICU. Demographic data, 1-month and 90-day mortality rates, length of stay in the ICU, discharge to the ward or an outside facility, need for dialysis after sepsis, need for invasive or noninvasive mechanical ventilation during the ICU stay and the duration of this support, whether patients admitted with sepsis or septic shock required inotropic agent support during their stay in the ICU and whether they received monotherapy or combination therapy with antibiotics during their admission to the ICU, the Comorbidity Index score (CCIS), CURB-65 score (confusion, uremia, respiratory rate, BP, age ≥ 65), and Acute Physiology and Chronic Health Evaluation II (APACHE-II) score were analyzed. Additionally, CRP, procalcitonin, and leukocyte levels were recorded, and univariate and multivariate logistic regression analyses were performed to evaluate their effects on 1- and 3-month mortality outcomes. In all statistical analyses, a p-value of <0.05 was accepted as a significant level. Results: According to multivariate logistic regression analysis, low BMI, male gender, and high CCIS, CURB-65, and APACHE-II scores were found to be significantly associated with both 1-month and 3-month mortality (p < 0.05). Although there was no significant relationship between the first-day levels of leukocytes, CRP, and PCT and mortality, their levels on the third day were observed to be at their highest in both the 1-month and 3-month mortality cases (p < 0.05). Additionally, a concurrent increase in any two or all three of CRP, PCT, and leukocyte values was found to be higher in patients with 3-month mortality compared with those who survived (p = 0.004). Conclusions: In patients with pneumoseptic or pneumonia-related septic shock, the persistent elevation and concurrent increase in PCT, CRP, and leukocyte values, along with male gender, advanced age, low BMI, and high CCIS, CURB-65, and APACHE-II scores, were found to be significantly associated with 3-month mortality.