Neonatal sepsis accounts for significant morbidity and mortality, particularly among premature infants in the Neonatal Intensive Care Unit. Abnormal vital sign patterns serve as physiomarkers of sepsis and provide early warning of illness before overt clinical decompensation. The systemic inflammatory response to pathogens signals the autonomic nervous system, leading to changes in temperature, respiratory rate, heart rate, and blood pressure. In infants with comorbidities of prematurity, vital sign abnormalities often occur in the absence of infection, which confounds sepsis diagnosis. This review will cover the mechanisms of vital sign changes in neonatal sepsis, including the cholinergic anti-inflammatory pathway mediated by the vagus nerve, which is critical to the host response to infectious and inflammatory insults.