Systemic inflammatory activation in sepsis often leads to coagulation activation, but the relationship is bilateral, as coagulation also modulates the inflammatory response. This close associate has significant consequences for the pathogenesis of microvascular thrombosis and organ dysfunction in sepsis. While coagulation activation can be beneficial for immune defense, it can also be detrimental once it becomes widespread and uncontrolled. The knowledge of the pathophysiologic mechanisms involved in the interaction between infection and coagulation may lead to the better timing for the administration of targeted antithrombotic therapies in septic patients. This brief review highlights the pathophysiologic pathways leading to the prothrombotic state in sepsis and the mechanisms that play a role in the interaction between infection and coagulation.