Sepsis and septic shock driven by microbial infections are still among the most challenging health problems, causing 11 million deaths worldwide every year. How does the host's response to pathogen infections effectively restore homeostasis instead of precipitating pathogenic and potentially fatal feedforward reactions? Recently, there have been significant new advances in our understanding of the interface between mammalian immunity and coagulation (‘immunocoagulation’) and its impact on sepsis. In particular, the release and activation of F3 (the main initiator of coagulation) from and on myeloid or epithelial cells is facilitated by activating inflammasomes and consequent gasdermin D (GSDMD)-mediated pyroptosis, coupled to signaling via high mobility group box 1 (HMGB1), stimulator of interferon response CGAMP interactor 1 (STING1), or sequestosome 1 (SQSTM1). Pharmacological modulation of the immunocoagulation pathways emerge as novel and potential therapeutic strategies for sepsis.