Current sepsis biomarkers may be helpful in determining organ failure and evaluating patient clinical course; however, direct molecular biomarkers to predict subsequent organ failure have not yet been discovered. Exosomes, a small population of extracellular vesicles, play an important role in the inflammatory response, coagulation process and cardiac dysfunction in sepsis. Nonetheless, the association of plasma exosome with severity and mortality of sepsis is not well known. Therefore, the overall levels of plasma exosome in sepsis patients were assessed and whether exosome levels were associated with organ failure and mortality was evaluated in the present study. Plasma level of exosomes was measured by ELISA. Among 220 patients with sepsis, 145 (66%) patients were diagnosed with septic shock. A trend of increased exosome levels in control, sepsis and septic shock groups was observed (204 µg/mL vs 525 µg/mL vs 802 µg/mL, P < 0.001). A positive linear relationship was observed between overall exosome levels and Sequential Organ Failure Assessment (SOFA) score in the study cohorts (r value = 0.47). When patients were divided into two groups according to best cut‐off level, a statistical difference in 28‐ and 90‐day mortality between patients with high and low plasma exosomes was observed. Elevated levels of plasma exosomes were associated with severity of organ failure and predictive of mortality in critically ill patients with sepsis.