Myeloid-derived suppressor cells (MDSCs) are immature myeloid cells characterized by their immunosuppressive functions. MDSCs expand during chronic and acute inflammatory conditions, the best described being cancer. Recent studies uncovered an important role of MDSCs in the pathogenesis of infectious diseases along with sepsis. Here we discuss the mechanisms underlying the expansion and immunosuppressive functions of MDSCs, and the results of preclinical and clinical studies linking MDSCs to sepsis pathogenesis. Strikingly, all clinical studies to date suggest that high proportions of blood MDSCs are associated with clinical worsening, the incidence of nosocomial infections and/or mortality. Hence, MDSCs are attractive biomarkers and therapeutic targets for sepsis, especially because these cells are barely detectable in healthy subjects. Blocking MDSC-mediated immunosuppression and trafficking or depleting MDSCs might all improve sepsis outcome. While some key aspects of MDSCs biology need in depth investigations, exploring these avenues may participate to pave the way toward the implementation of personalized medicine and precision immunotherapy for patients suffering from sepsis.