Infectious diseases are a major cause of death worldwide. A serious complication of infections is septic shock. Septic shock is a critical syndrome associated with the host response to infection. The severity of infections is related to an activation cascade that results in a magnification of the cytokine production which is termed "cytokine storm". Despite the commonly elucidated etiology of sepsis and its clinical course, the actual progress in therapeutic strategies is still limited. Several studies were carried out on the pathophysiology of sepsis-induced imbalance in the inflammatory/anti-inflammatory response as the main cause of tissue damage, organ failure, and eventually, death. Cytokines are crucial pleiotropic regulators of the immune response, which have an important role in the complicated pathophysiology of sepsis. They possess both pro-and anti-inflammatory properties and are capable of exerting efficacious defense responses towards invading pathogens. On the other hand, cytokines may disturb the immune response and reinforce inflammation. Thus, achieving a balance between these two effects will improve the prognosis of sepsis. Blocking the activities of pro-inflammatory cytokines promotes survival in animal models of sepsis, yet, such a treatment strategy did not enhance the clinical outcome. In this review, we will describe the mechanisms underlying the pathogenesis of the cytokine storm during sepsis and represent in detail the role of cytokines responsible for cell or organ damage. We will compare the various therapeutic approaches investigated to stop or suppress this mischievous process and discuss the reasons for therapeutic failure.