Monocyte distribution width (MDW) is a blood monocyte morphological parameter that can be easily detected by an automated hemocyte analyzer and can provide clinicians with important information about cell volume variability in peripheral blood monocyte populations. The United States’ Food and Drug Administration and Conformite Europeenne have both been cleared for their clinical application in the detection of sepsis and developing sepsis in adult patients in the emergency department (ED). Recently, MDW has been found to have an early diagnosis and predictive value for sepsis in neonates and COVID-19 patients. Here, we summarize the findings of the studies investigating the clinical application of MDW in sepsis. Under different stimuli, especially in infectious diseases, the activation of innate immunity is the host’s first defense mechanism, and the change in monocyte volume is considered an early indicator reflecting the state of activation of innate immunity. Pivotal study data from a large multicenter patient cohort showed that abnormal MDW at presentation increases the odds of sepsis, considering the combination of MDW and White Blood Cell Count (WBC) as part of a standard sepsis assessment protocol for ED, which may increase the sensitivity and specificity of sepsis diagnosis. Meanwhile, MDW shares a diagnostic performance comparable to that of conventional biomarkers (C-reactive protein and procalcitonin) in sepsis. In addition, some evidence suggests that increased MDW, both in adults and neonates, may be associated with unfavorable short- and long-term outcomes, which indicates its prognostic value in sepsis. Taken together, MDW is a parameter of increased morphological variability of monocytes in response to infection, and numerous studies have shown that MDW could be used as a valuable diagnostic and prognostic index in patients with sepsis or suspected sepsis.