We present a novel setup for treating sepsis using distributional reinforcement learning (RL). Sepsis is a life-threatening medical emergency. Its treatment is considered to be a challenging high-stakes decision-making problem, which has to procedurally account for risk. Treating sepsis by machine learning algorithms is difficult due to a couple of reasons: There is limited and error-afflicted initial data in a highly complex biological system combined with the need to make robust, transparent and safe decisions. We demonstrate a suitable method that combines data imputation by a kNN model using a custom distance with state representation by discretization using clustering, and that enables superhuman decision-making using speedy Q-learning in the framework of distributional RL. Compared to clinicians, the recovery rate is increased by more than 3% on the test data set. Our results illustrate how risk-aware RL agents can play a decisive role in critical situations such as the treatment of sepsis patients, a situation acerbated due to the COVID-19 pandemic (Martineau 2020). In addition, we emphasize the tractability of the methodology and the learning behavior while addressing some criticisms of the previous work (Komorowski et al. 2018) on this topic.