Severe sepsis and septic shock are still deadly conditions urging to develop novel therapies. A better understanding of the complex modifications of the immune system of septic patients is needed for the development of innovative immunointerventions. Natural killer (NK) cells are characterized as CD3(-)NKp46(+)CD56(+) cells that can be cytotoxic and/or produce high amounts of cytokines such as IFN-γ. NK cells are also engaged in crosstalks with other immune cells, such as dendritic cells, macrophages, and neutrophils. During the early stage of septic shock, NK cells may play a key role in the promotion of the systemic inflammation, as suggested in mice models. Alternatively, at a later stage, NK cells-acquired dysfunction could favor nosocomial infections and mortality. Standardized biological tools defining patients' NK cell status during the different stages of sepsis are mandatory to guide potential immuno-interventions. Herein, we review the potential role of NK cells during severe sepsis and septic shock.