This study was designed to assess the effects of polyclonal immunoglobulin administration on septic shock incidence and prognosis in patients with severe sepsis. Patients with severe sepsis were randomly allocated into two groups. One group (n = 21) received 5 ml/kg/day IgM enriched immunoglobulin preparation (Pentaglobin) for 3 days. Other group did not receive immunoglobulins (n = 18). Simplified Organ Failure Assessment (SOFA) scores, leucocyte count, duration of mechanical ventilation, ICU stay, duration of severe sepsis did not show significant differences between the groups, as regards to septic shock incidence and mortality. However, a significant decrease in procalcitonin levels were detected only in patients who received pentaglobin (p = 0.001). Mortality rate was 5/21 (23.8%) in pentaglobin group and 5/18 (27.7%) in the control group. Although pentaglobin therapy could not achieve a statistically significant improvement in septic shock occurrence and mortality, the constant reduction in procalcitonin levels indicated the beneficial effects of immunotherapy on the severity of inflammatory response to infection in severe sepsis.