Sepsis is a systemic inflammatory state caused by infection. Complications of this infection with multiple organ failure lead to more lethal conditions, such as severe sepsis and septic shock. Sepsis is one of the leading causes of US deaths. Novel biomarkers with high sensitivity and specificity may be helpful for early diagnosis of sepsis and for improvement of patient outcomes through the development of new therapies. Mass spectrometry-based proteomics offers powerful tools to identify such biomarkers and furthermore to give insight to fundamental mechanisms of this clinical condition. In this review, we summarize findings from proteomics studies of sepsis and how their applications have provided more understanding into the pathogenesis of septic infection. Literatures related to “proteomics”, “sepsis”, “systemic inflammatory response syndrome”, “severe sepsis”, “septic infection”, and “multiple organ dysfunction syndrome” were searched using PubMed. Findings about neonatal and adult sepsis are discussed separately. Within the adult sepsis studies, results are grouped based on the models (e.g., human or animal). Across investigations in clinical populations and in rodent and mammalian animal models, biological pathways, such as inflammatory and acute phase response, coagulation, complement, mitochondrial energy metabolism, chaperones, and oxidative stress, are altered at the protein level. These proteomics studies have discovered many novel biomarker candidates of septic infection. Validation the clinical use of these biomarker candidates may significantly impact the diagnosis and prognosis of sepsis. In addition, the molecular mechanisms revealed by these studies may also guide the development of more effective treatments.