Oxidative damage and inflammation occur early in the brain after sepsis and are resolved when long-term cognitive impairment occurs. There is no information of a direct relation between acute levels of brain inflammation and oxidative damage and long-term cognitive deficits. We hypothesized that higher levels of early oxidative damage and inflammation are followed by long-term cognitive deficits, and this is related to a decrease in the levels of brain-derived neurotropic factor (BDNF). Wistar rats were subjected to sham operation or cecal ligation and perforation and the cerebrospinal fluid (CSF) was obtained 6 and 24 h after the determination of thiobarbituric acid-reactive species, interleukin 1 (IL-1), IL-10, and tumor necrosis factor α (TNF-α). Animals were followed until 30 days after surgery and were subjected to the step-down inhibitory avoidance (IA) task, and the hippocampus levels of BDNF were determined. At 6 h, higher CSF levels of thiobarbituric acid-reactive species and TNF-α were observed in septic animals that had a better performance in the IA task and presented higher BDNF levels in the hippocampus. At 24 h, higher CSF levels of IL-1β and TNF-α were observed in septic animals that had a worse performance in the IA task, and this was associated with lower BDNF levels. The persistence of brain inflammation during the acute phase of sepsis is associated with long-term hippocampus levels of BDNF and memory impairment in sepsis survivors.