Immunoregulation is crucial to septic shock (SS) but has not been clearly explained. Our aim was to explore potential biomarkers for SS by pathway and transcriptional analyses of immune-related genes to improve early detection. GSE57065 and GSE95233 microarray data were used to screen differentially expressed genes (DEGs) in SS. Gene Ontology and KEGG (Kyoto Encyclopedia of Genes and Genomes) pathway enrichment analyses of DEGs were performed, and correlations between immune cell and pathway enrichment scores were analyzed. The predictive value of candidate genes was evaluated by receiver operating characteristic (ROC) curves. GSE66099, GSE4607, and GSE13904 datasets were used for external validation. Blood samples from six patients and six controls were collected for validation by qRT-PCR and western blotting. In total, 550 DEGs in SS were identified; these genes were involved in the immune response, inflammation, and infection. Immune-related pathways and levels of infiltration of CD4 + TCM, CD8 + T cells, and preadipocytes differed between SS cases and controls. Seventeen genes were identified as potential biomarkers of SS (areas under ROC curves >0.9). The downregulation of CD8A, CD247, CD3G, LCK, and HLA-DRA in SS was experimentally confirmed. We identified several immune-related biomarkers in SS that may improve early identification of disease risk.