Sepsis remains a critical global health issue, demanding novel therapeutic strategies. Traditional immunomodulation treatments such as corticosteroids, specific modifiers of cytokines, complement or coagulation, growth factors or immunoglobulins, have so far fallen short. Meanwhile the number of studies investigating non-conventional immunomodulatory strategies is expanding. This review provides an overview of adjunctive treatments with herbal-based medicine, immunonutrition, vasopressors, sedative treatments and targeted temperature management, used to modulate the immune response in patients with sepsis.