Sepsis is one of the main causes of mortality in hospitalized patients. Despite the recent technical advances and the development of novel generation of antibiotics, severe sepsis remains a major clinical and scientific challenge in modern medicine. Unsuccessful efforts have been dedicated to the search of therapeutic options to treat the deleterious inflammatory components of sepsis. Recent findings on neuronal networks controlling immunity raised expectations for novel therapeutic strategies to promote the regulation of sterile inflammation, such as autoimmune diseases. Interesting studies have dissected the anatomical constituents of the so-called "cholinergic anti-inflammatory pathway", suggesting that electrical vagus nerve stimulation and pharmacological activation of beta-2 adrenergic and alpha-7 nicotinic receptors could be alternative strategies for improving inflammatory conditions. However, the literature on infectious diseases, such as sepsis, is still controversial and, therefore, the real therapeutic potential of this neuroimmune pathway is not well defined. In this review, we will discuss the beneficial and detrimental effects of neural manipulation in sepsis, which depend on the multiple variables of the immune system and the nature of the infection. These observations suggest future critical studies to validate the clinical implications of vagal parasympathetic signaling in sepsis treatment.