Sepsis, as a severe systemic inflammatory response to bacterial infection, represents a major clinical problem. It is characterized by the excessive production of reactive oxygen species (ROS) both in the circulation and in the affected organs. The excessive generation of ROS inevitably leads to oxidative stress in the microvasculature and has been implicated as a causative event in a number of pathologies including sepsis. In this review, we focus on the role of oxidative and nitrosative stress during the early onset of sepsis. Changes in microvascular endothelial cells, the cell type that occurs in all organs, are discussed. The mechanisms underlying septic induction of oxidative and nitrosative stresses, the functional consequences of these stresses, and potential adjunct therapies for microvascular dysfunction in sepsis are identified.