Sepsis is a major global health problem, causing a significant burden of disease and death worldwide. Risk stratification of sepsis patients, identification of severe patients and timely initiation of treatment can effectively improve the prognosis of sepsis patients. We procured gene expression datasets for sepsis (GSE54514, GSE65682, GSE95233) from the Gene Expression Omnibus and performed normalization to mitigate batch effects. Subsequently, we applied weighted gene co-expression network analysis to categorize genes into modules that exhibit correlation with macrophage activity. To pinpoint macrophage-associated genes (MAAGs), we executed differential expression analysis and single sample gene set enrichment analysis. We then established a prognostic model derived from four MAAGs that were significantly differentially expressed. Functional enrichment analysis and immune infiltration assessments were instrumental in deciphering the biological mechanisms involved. Furthermore, we employed principal component analysis and conducted survival outcome analyses to delineate molecular subgroups within sepsis. Four novel MAAGs-CD160, CX3CR1, DENND2D, and FAM43A-were validated and used to create a prognostic model. Subgroup classification revealed distinct molecular profiles and a correlation with 28-day survival outcomes. The MAAGs risk score was developed through univariate Cox, LASSO, and multivariate Cox analyses to predict patient prognosis. Validation of the risk score upheld its prognostic significance. Functional enrichment implicated ribonucleoprotein complex biogenesis, mitochondrial matrix, and transcription coregulator activity in sepsis, with an immune infiltration analysis indicating an association between MAAGs risk score and immune cell populations. The four MAAGs exhibited strong diagnostic capabilities for sepsis. The research successfully developed a MAAG-based prognostic model for sepsis, demonstrating that such genes can significantly stratify risk and reflect immune status. Although in-depth mechanistic studies are needed, these findings propose novel targets for therapy and provide a foundation for future precise clinical sepsis management.