Objective To investigate the impact of change in high-density lipoprotein cholesterol (HDL-C) on the prognosis among patients diagnosed with sepsis. Methods A prospective study was conducted on the patients with sepsis admitted to the intensive care unit (ICU) of the Affiliated Hospital of Xuzhou Medical University from December 2018 to May 2019. All the patients met the diagnostic criteria for the Third International Consensus Definition for Sepsis and Septic Shock (sepsis-3) published in 2016. Healthy volunteers were enrolled contemporaneously in the same hospital at medical center as control group. The patients with sepsis were followed up for 28 days and were divided into survival group and death group. The basic data were recorded, for the control group, including HDL-C, low-density lipoprotein cholesterol (LDL-C), total cholesterol (TC), and triglycerides (TG); for the sepsis group, including HDL-C, LDL-C, TC, TG, acute physiology and chronic health evaluation (APACHE Ⅱ) score, sequential organ failure assessment (SOFA) score, C-reactive protein (CRP), procalcitonin (PCT), blood lactate, plasma HDL-C levels on days 3 and 5, and 28-day prognosis. Analysis was performed of the correlation between HDL-C levels and PCT, CRP, APACHE Ⅱ, SOFA in the sepsis group. Logistic regression analysis was used to analyze the risk factors of death in the sepsis patients, and the receiver operating characteristic (ROC) curve was drawn to analyze the prognostic value of the meaningful indicators for the sepsis patients. Results A total of 65 patients with sepsis and 65 healthy people were enrolled in the study. HDL-C, LDL-C, and TC in the sepsis patients were significantly different from those in the control group (P<0.05). The HDL-C expression was significantly different between the survival and death groups (P<0.05). Logistic multivariate regression analysis showed that lactic acid was a risk factor for sepsis death, while HDL-C at day 5 was a protective factor. Further ROC analysis showed that HDL-C at day 5 had a greater predictive value for the 28-day mortality rate of the sepsis patients with an area under the curve(AUC) of 0.833 (P<0.01). Lactic acid was also predictive of the prognosis of sepsis with an AUC of 0.708 (P<0.01). Conclusion HDL-C in sepsis patients is significantly lower than that in the control group, and continues to decrease with time. HDL-C is significantly lower in the death group of sepsis patients than in the survival group and could be used to predict prognosis.