Sepsis is defined as life-threatening organ dysfunction caused by a dysregulated host response to infection. There is a need for biomarkers that can be used for the diagnosis of sepsis and the early identification of patients at high risk of death. In this study, we aimed to investigate the relationship between Mid-regional pro-adrenomedullin (MR-proADM), procalcitonin (PCT), and copeptin in sepsis. A total of 28 sepsis, 32 septic shock, and 30 control patients were included in our prospective study. Patients' MR-proADM, PCT, and copeptin levels were recorded. Sequential organ failure assessment scores, length of hospital stay, and 30-day mortality were also recorded. These values were compared between the sepsis, septic shock, and control groups. The mean age of all participants was 64.04 ± 15.83 years. In the study, 37 (61.6%) patients were female and 23 (39.3%) were male. There was no statistically significant difference in gender/age between all patient groups and the control group (for all, > 0.05). We found a significant difference between the survivors and nonsurvivors in terms of MR-proADM, PCT, and copeptin levels. There was a significant difference between the sepsis and septic shock groups in terms of MR-proADM and PCT. A significant correlation was found between the length of hospital stay and MR-proADM and copeptin. MR-proADM, PCT, and copeptin may be useful in the prognosis of sepsis and to predict the length of stay in hospital and mortality.