In recent years, fever control in critically ill patients by medications and/or external cooling has gained widespread use, notably in patients suffering from neurological injuries. Nevertheless, such a strategy in septic patients is not supported by relevant data. Indeed, in response to sepsis, experimental and clinical studies argue that fever plays a key role in increasing the clearance of microorganisms, the immune response and the heat shock response. Moreover, fever is a cornerstone diagnostic sign in clinical practice, which aids in early and appropriate therapy, and allows physicians to follow the infection course. After discussing the physiological aspects of fever production, the present review aims to delineate the advantages and drawbacks of fever in septic patients. Finally, the treatment of fever by pharmacological and/or physical means is discussed with regards to their drawbacks, which argues for their careful use in septic patients in the absence of clinical relevance.