Fever is a common response to sepsis in critically ill patients. Fever occurs when either exogenous or endogenous pyrogens affect the synthesis of prostaglandin E2 in the pre-optic nucleus. Prostaglandin E2 slows the rate of firing of warm sensitive neurons and results in increased body temperature. The febrile response is well preserved across the animal kingdom, and experimental evidence suggests it may be a beneficial response to infection. Fever, however, is commonly treated in critically ill patients, usually with antipyretics, without good data to support such a practice. Fever induces the production of heat shock proteins (HSPs), a class of proteins critical for cellular survival during stress. HSPs act as molecular chaperones, and new data suggest they may also have an anti-inflammatory role. HSPs and the heat shock response appear to inhibit the activation of NF-kappabeta, thus decreasing the levels of proinflammatory cytokines. The anti-inflammatory effects of HSPs, coupled with improved survival of animal models with fever and infection, call into question the routine practice of treating fever in critically ill patients.