In recent years, it has become appreciated that immune cells have different metabolic profiles depending on their activation status. During sepsis, circulating leukocytes go through a hyperinflammatory state, which can be accompanied or followed by defective antimicrobial defenses (also described as immune tolerance or paralysis). In this review, the modulation of different cellular metabolic pathways during sepsis in monocytes and macrophages will be discussed. Glycolysis is studied extensively in sepsis and is up-regulated in hyperinflammatory cells, whereas in immune tolerance, it is often down-regulated. Few data are available on other metabolic pathways in immune cells from patients with sepsis. The pentose phosphate pathway is up-regulated during acute hyperinflammatory responses, whereas fatty acid β-oxidation is increased later during sepsis and is associated with an anti-inflammatory (M2) phenotype of macrophages. Within the amino acid metabolism we will discuss the most studied metabolites. Collectively, these data argue that exploration of the immunometabolic pathways in sepsis is an important area of research, and the targeting of metabolic pathways may represent a promising novel strategy as a therapy of sepsis.