Success in treating severe sepsis will require relevant tools to monitor the patient immunoinflammatory status. This study aimed to investigate the feasibility of measuring a panel of immunological mediator mRNAs in whole blood and to study their prognostic values in septic shock patients. At the onset of shock, compared to healthy volunteers, mRNA levels in septic shock patients were increased for IL-10, IL-1beta, and high mobility group B1 (HMGB1) and decreased for transforming growth factor beta 1, the Th1, and Th2 transcription factors, T-bet and GATA-3, respectively. Single parameter analysis highlighted an increased expression of IL-10 and HMGB1 mRNA in nonsurvivors and a significant rise over time of GATA3 in survivors. Combining the expression levels of four genes, hierarchical cluster analysis showed that up to 95% of the patients with a similar outcome displayed transcriptional similarities. These results illustrate both the potential of whole blood mRNA quantification assays and the interest of a multiparametric strategy to better stratify septic patients.