Sepsis is the main cause of death in patients suffering from serious illness. Yet, there is still no specific treatment for sepsis, and management relies on infection control. Cell membrane-coated nanoparticles (MNPs) are a new class of biomimetic nanoparticles based on covering the surface of synthetic nanoparticles (NPs) with natural cell membranes. They retain the physicochemical properties of synthetic nanomaterials and inherit the specific properties of cellular membranes, showing excellent biological compatibility, enhanced biointerfacing capabilities, capacity to hold cellular functions and characteristics, immunological escape, and longer half-life when in circulation. Additionally, they prevent the decomposition of the encapsulated drug and active targeting. Over the years, studies on MNPs have multiplied and a breakthrough has been achieved for cancer therapy. Nevertheless, the use of “bio”-related approaches is still rare for treating sepsis. Herein, we discussed current state-of-the-art on MNPs for the treatment of bacterial sepsis by combining the pathophysiology and therapeutic benefits of sepsis, i.e., pathogenic bacteria, bacteria-producing toxins, and inflammatory cytokines produced in the dysregulated inflammatory response associated with sepsis.