Introduction: Septic shock (SS) is a significant cause of mortality in NICUs. Objective: Review current knowledge on Hypothalamic-Pituitary-Adrenal Axis (HPA) and the scientific support for the use of gluco-corticoids in the use of this clinical picture. We know that the patient's ability to evolve into improvement or worsening depends upon the ability of the HPA axis to develop and sustain an adequate response to the stress provoked by SS. In some patients, due to many reasons, the prolongation of SS leads to a deficit of cortisol those results in functional acute adrenal insufficiency. Cortisol levels do not respond to ACTH stimulation test. There is no consensus among authors as to what is a normal concentration of cortisol during stress, or even if it is correlated with death among children with SS. The American College of Critical Care Medicine guidelines for SS in Pediatrics and Neonatology have made some recommendations for use of hydrocortisone.