Hydrogen peroxide (H2O2) and oxidative stress have been suggested as possible instigators of both the systemic inflammatory response and the increased vascular permeability associated with sepsis and septic shock. We measured H2O2 concentrations in the urine of 82 patients with severe infections, such as sepsis, septic shock, and infections not fulfilling sepsis-3 criteria, in patients with major burn injury with associated systemic inflammation, and healthy subjects. The mean concentrations of H2O2 were found to be lower in patients with severe infections compared to burn injury patients and healthy subjects. Patients with acute kidney injury (AKI), vs. those without AKI, in all diagnostic groups displayed higher concentrations of urine H2O2 (p < 0.001). Likewise, urine concentrations of H2O2 were higher in non-survivors as compared to survivors (p < 0.001) at day 28 in all diagnostic groups, as well as in patients with severe infections and burn injury (p < 0.001 for both). In this cohort, increased H2O2 in urine is thus associated with mortality in patients with sepsis and septic shock as well as in patients with burn injury.