Hydrogen sulfide (H2S) and substance P (SP) are known from animal models and in vitro studies as proinflammatory mediators. In this study, peripheral blood concentrations of H2S and SP were measured in patients with Escherichia coli or Klebsiella pneumoniae bacteraemia. Fifty patients were recruited from general wards at Christchurch Hospital, during 2020–2021. Samples from age- and sex-matched healthy subjects previously recruited as controls for studies of cardiovascular disease were used as controls. The concentrations of H2S were higher than controls on day 0, day 1, and day 2, and SP was higher than controls on all 4 days. The concentrations of H2S were highest on day 0, whereas SP concentrations were higher on day 2 than other days. Interleukin-6 and C-reactive protein were significantly higher on day 0 and day 1, respectively. The concentrations of H2S and SP did not differ between 15 non-septic (SIRS 0-1) and the 35 septic subjects (SIRS ≥ 2). Substance P concentrations were higher in subjects with abdominal infection than urinary tract infections on day 0 (p = 0.0002) and day 1 (p = 0.0091). In conclusion, the peak H2S concentrations precede the SP peak in patients with Gram-negative bacteraemia, but this response varies with the site of infection.