Infections remain the leading cause of death among patients admitted to intensive care units (ICU). Infections due to Gram-negative bacteria are both frequent and difficult to treat. The poor outcome of such infections has been attributed to the endotoxin. The high mortality rate related to Gram-negative sepsis has prompted the testing of new, adjunctive therapies to prevent and treat infections in critically ill patients. Immunotherapy or immunoprophylaxis have long been investigated in this context. Passive immunotherapy consists of the administration of immune plasma or serum, or standard or hyperimmune purified immune globulins. Several clinical studies using such preparations to treat critically ill patients are reviewed in this article. While two studies using hyperimmune plasma or serum appeared to be successful, two studies using hyperimmune globulin failed to show a beneficial effect in the treatment or the prevention of Gram-negative septic shock. Regarding the infusion of standard intravenous immune globulin (IVIG) two studies have demonstrated a substantial benefit in the prevention of severe infections; the reduction of nosocomial pneumonia recorded in both trials and the shortness of stay in ICU may also afford savings in hospital costs. The cost effectiveness of such prophylactic administration of IVIG is worthy of further investigation.