Sepsis, recognized as a deadly immunological disorder, is one of the major causes of death in intensive care units globally. Traditionally, sepsis was characterized by an excessive systemic proinflammatory response to invasive microbial pathogens. However, failures of highly sophisticated trials directed toward the uncontrolled inflammatory reaction have led to an appeal by experts for reevaluation of the present approach toward sepsis. With accumulated evidence, a principal role for immunosuppression in severe sepsis has been evaluated. Different pathways of negative regulation in the pathophysiological process of sepsis have been investigated. Significant among these regulatory elements are the anti-inflammatory cytokines. In the past few years, several interleukins (ILs) have been identified and characterized, among which IL-35 and IL-37 represent newly identified ones in the spectrum of anti-inflammatory cytokines. In this study, we focus on regulatory cytokines of the IL family (including the old members: IL-4, IL-10, and IL-13, and newly discovered ones: IL-35 and IL-37) to address current knowledge regarding their structural and functional characteristics as well as their roles in the development of sepsis. Although the exact roles for these cytokines are pending further elucidation, the current advances in our understanding of mechanisms that regulate the immune responses during severe sepsis may lead to the identification of new diagnostic or treatment targets.