Pneumonia's burden is still important worldwide not only because of its high incidence and mortality, but also for the elevated costs related to it. Despite the concerted efforts to reduce the incidence of sepsis-related complications, they continue to represent a major human and economic burden. The cornerstone of sepsis management is early appropriate empiric broad spectrum antibiotics, resuscitation, and source control. The association between inappropriate use of antibiotics and increased mortality is the rationale for the use of empiric antibiotic combination therapy in critically ill patients. The aim of this manuscript was to discuss recent literature regarding the management of severe pneumonia, both community-acquired and hospital-acquired/ventilator-associated, in critically ill patients. Use of combination therapy is warranted in severe infections with shock; considerations should be made on the importance of optimal antibiotic administration and adverse reactions, thus providing guidance for a rational use of antibiotics.