It is now clear that several members of the nuclear receptor superfamily are co-expressed by macrophages, lymphocytes and other cell types that are involved in the regulation of inflammatory and immune responses. Peroxisome proliferator-activated receptors (PPAR) and nuclear liver X receptors (LXR) are members of this family known to be activated by lipid derived endogenous ligands (such as fatty acids, eicosanoids and cholesterol) and pharmacological ones. Here we review the biology of these nuclear receptors and highlight recent work that show that their activation can ameliorate inflammatory conditions, especially due to their effect on macrophage functions. The data discussed herein show the potential beneficial effect of targeting these nuclear receptors in order to improve the outcome of septic patients.