Sepsis is a highly lethal syndrome resulting from dysregulated immune and metabolic responses to infection, thereby compromising host homeostasis. Activation of the hypothalamic-pituitary-adrenal (HPA) axis and subsequently adrenocortical glucocorticoid (GC) production during sepsis are important regulatory processes to maintain homeostasis. Multiple preclinical studies have proven the pivotal role of endogenous GCs in tolerance against sepsis by counteracting several of the sepsis characteristics, such as excessive inflammation, vascular defects, and hypoglycemia. Sepsis is however often complicated by dysfunction of the HPA axis, resulting from critical-illness-related corticosteroid insufficiency (CIRCI) and GC resistance. Therefore, GCs have been tested as an adjunctive therapy in sepsis and septic shock in different randomized clinical trials (RCTs). Nonetheless, these studies produced conflicting results. Interestingly, adding vitamin C and thiamin to GC therapy enhances the effects of GCs, probably by reducing GC resistance, and this results in an impressive reduction in sepsis mortality as was shown in two recent preliminary retrospective before-after studies. Multiple RCTs are currently underway to validate this new combination therapy in sepsis.