Sepsis is a major cause of mortality and morbidity in intensive care units. Acute and long-term brain dysfunctions have been demonstrated both in experimental models and septic patients. Sepsis-associated encephalopathy is an early and frequent manifestation but is underdiagnosed, because of the absence of specific biomarkers and of confounding factors such as sedatives used in the intensive care unit. Sepsis-associated encephalopathy may have acute and long-term consequences including development of autonomic dysfunction, delirium, and cognitive impairment. The mechanisms of sepsis-associated encephalopathy involve mitochondrial and vascular dysfunctions, oxidative stress, neurotransmission disturbances, inflammation, and cell death. Here we review specific evidence that links bioenergetics, mitochondrial dysfunction, and oxidative stress in the setting of brain dysfunctions associated to sepsis.