Colloids are frequently used for fluid expansion in the intensive care unit, although its use on several clinical scenarios remains unproven of any relevant clinical benefit. The purpose of this article was to carry out a narrative review regarding the safety and efficacy of colloids in patients with sepsis and septic shock, with emphasis on the most commonly used colloids, albumin and starches. Colloids are effective fluid expanders and are able to restore the hemodynamic profile with less total volume than crystalloids. These properties appear to be preserved even in patients with sepsis with increased capillary permeability. However, some colloids are associated with renal impairment and coagulation abnormalities. Starch use was associated with increased mortality in two large clinical trials. Also, starches probably have significant renal adverse effects and may be related to more need for renal replacement therapy in severe sepsis. Albumin is the only colloid that has been shown safe in patients with sepsis and that may be associated with improved outcomes on specific subpopulations. No trial so far found any robust clinical end point favoring colloid use in patients with sepsis. Because there is no proven benefit of the use of most colloids in patients with sepsis, its use should not be encouraged outside clinical trials. Albumin is the only colloid solution that has proven to be safe, and its use may be considered on hypoalbuminemic patients with sepsis. Nevertheless, there are no robust data to recommend routine albumin administration in sepsis. Starch use should be avoided in patients with sepsis because of the recent findings of a multicenter randomized study until further evidence is available.