Sepsis is a life-threatening syndrome characterized by a heterogeneous host response to infection that remains a major cause of mortality worldwide. Current clinical scoring systems capture organ dysfunction but fail to reflect the underlying biological diversity, limiting their utility for patient stratification and targeted therapy. This review provides a comprehensive overview of molecular biomarker approaches used to predict sepsis course and prognosis in adult patients, covering genetic, transcriptomic, proteomic, and integrative strategies up to May 2026. Here, we summarize findings from genetic association studies, along with analyses based on polygenic risk scores to aggregate genetic effects, Mendelian randomization, and rare-variant sequencing approaches. We also review transcriptomic and proteomic strategies for endotyping, and diagnostic and prognostic discrimination. Lastly, we discuss how multi-omics integration is emerging as a promising framework to assist in distinguishing causal therapeutic targets from non-causal biomarkers. We also address the challenges that still constrain clinical translation towards precision medicine.