Sepsis, one of the leading causes of death during hospitalization, has a severe prognosis with a mortality rate of more than 30% mainly due to insufficient understanding of the condition and lack of effective treatment. High-density lipoprotein cholesterol (HDL-C) is an important component of the blood and plays a crucial role in regulating endothelial function and immune function. Clinical trials and animal studies have shown that a decrease in HDL-C levels is a risk factor for sepsis. This review discusses the changes in the composition and structure of HDL-C in sepsis and its effects.