During sepsis, circulating leukocytes are in a hyper inflammatory state, and with the progress of the inflammation, immune cells may become tolerated. Glycolysis and pentose phosphate pathway are up-regulated but oxidative phosphorylation is suppressed in hyper inflammatory cells, whereas during immune tolerance, glycolysis is often down-regulated. In this review, we will summarize the changes of cellular metabolic pathways in monocytes and macrophages during sepsis. We also review how the metabolism of glucose, amino acids, and fatty acids affect the function of monocytes and macrophages in sepsis. Current literature indicated that metabolism plays a significant role in regulating the functions of immune cells in sepsis, which might be a potential therapy for sepsis and deserved further research.