Septic shock is the leading cause of death in intensive care units. Previous studies have highlighted the immunosuppressive protein GILZ (glucocorticoid-induced leucine zipper) as a regulator of innate and adaptive immune responses. To go deeper in the understanding of GILZ protective role during sepsis, the inventors studied in vivo the consequences of a targeted overexpression of GILZ in monocytes and macrophages (M/M) in animal models of sepsis. In addition, they monitored the expression of GILZ in M/M of both patients with septic shock and septic mice. In particular, the inventors show that the overexpression of GILZ limited to M/M leads to an increase survival rate in mice with CLP-induced sepsis. These results provided new evidence for a central role of GILZ in M/M on the pathophysiology of septic shock, and pinpoint the fact that GILZ would be suitable for predicting survival time of patient suffering from sepsis. Moreover these results indicate that determining the level of GILZ expression level in monocytes/macrophages of patients suffering from sepsis is suitable for identifying those patients that will respond or not to treatment with a corticoid.