Background: Sepsis is defined as life-threatening organ dysfunction caused by an abnormal host response to infection. The study aimed to evaluate the utility of presepsin (P-SEP) in predicting the risk of death in patients with sepsis at the time of intensive care unit (ICU) admission. Methods: Adult patients were included in the study if they met SEPSIS-3 criteria at ICU admission. Demographic and clinical data were collected. The following inflammatory parameters were determined: C-reactive protein (CRP), procalcitonin (PCT), interleukin-6 (IL-6), and presepsin (P-SEP). Material was collected for microbiological testing depending on the suspected source of infection. The primary endpoint was patient death before ICU discharge. The secondary endpoint was a positive microbiological test result. Results: Eighty-six patients were included in the study. Thirty patients (35%) died before discharge from the ICU. There was no difference in P-SEP, CRP, PCT, and IL-6 values between patients who survived and those who died (p > 0.05 for all). P-SEP, CRP, PCT, and IL-6 were determined at ICU admission and did not accurately predict the risk of death in ROC curve analysis (p > 0.05 for all). Confirmation of the location of the focus of bacterial infection by microbiological testing was obtained in 43 (49%) patients. P-SEP, PCT, CRP, and IL-6 were significantly higher in patients with positive microbiological findings. Conclusions: In patients with suspected sepsis admitted to the Intensive Care Unit, presepsin does not accurately predict the risk of in-hospital death, but it can predict a positive microbiological culture.