Sepsis is a clinical syndrome characterised by a severe disorder of pathophysiology caused by infection of pathogenic micro-organisms. The addition of antioxidant micronutrient therapies such as thiamine to sepsis treatment remains controversial. This study explored the effect of thiamine on the prognosis of patients with sepsis. This study was a retrospective study involving patients with sepsis from the Medical Information Mart for Intensive Care IV. Patients were divided into two groups, the thiamine received group (TR) and the thiamine unreceived group (TUR), according to whether they were supplemented with thiamin via intravenous while in the intensive care unit (ICU). The primary outcome was ICU mortality. The association between thiamine and outcome was analysed using the Cox proportional hazards regression model, propensity score matching (PSM), generalised boosted model-based inverse probability of treatment weighting (IPTW) and doubly robust estimation. A total of 11 553 sepsis patients were enrolled in this study. After controlling for potential confounders using Cox regression models, the TR group had a statistically significantly lower ICU mortality risk than the TUR group. The hazard ratio of ICU mortality for the TR group was 0·80 (95 % CI 0·70, 0·93). We obtained the same results after using PSM, IPTW and doubly robust estimation. Supplementation with thiamine has a beneficial effect on the prognosis of patients with sepsis. More randomised controlled trials are needed to confirm the effectiveness of thiamine supplementation in the treatment of sepsis.