Sepsis-associated encephalopathy (SAE) is a neurological complication of sepsis, characterized by brain dysfunction without any direct central nervous system infection. The diagnosis of SAE is currently a challenge. In fact, problems in making a diagnosis of SAE cause a great variability of incidence that can reach up to 70% of all septic patients. Even more, despite SAE is the most frequent type of encephalopathy occurring in critically ill patients, the molecular mechanisms that guide its progression have not been completely elucidated. On the other hand, miRNAs have proven to be excellent biomarkers for both diagnosis and prognosis, especially in brain pathologies because of their small size they can cross the blood-brain barrier easier than other biomolecules. The identification of new miRNAs as biomarkers may help to improve SAE diagnosis and prognosis and also to design new therapies for this clinical manifestation that produces diffuse cerebral dysfunction. This review is focused on SAE physiopathology and the need to have clear criteria for its diagnosis; thus, this work postulates some miRNA candidates to be used for SAE biomarkers because of their role in both, neurological damage and sepsis.