Background: Septic shock is the most severe complication of sepsis and this syndrome is associated with high mortality. Treatment of septic shock remains largely supportive of hemodynamics and tissue perfusion. Early changes in organ function assessed by the Sequential Organ Function Assessment (SOFA) score are highly predictive of the outcome. However, the individual patient's response to supportive therapy is very heterogeneous, and the mechanisms underlying this variable response remain elusive. The aim of the study was to investigate the transcriptome of whole blood in septic shock patients with different responses to early supportive hemodynamic therapy assessed by changes in SOFA scores within the first 48 h from intensive care unit (ICU) admission. Methods: We performed whole blood RNA sequencing in 31 patients: 17 classified as responders (R) and 14 as nonresponders (NR). Gene expression was investigated at ICU admission (time point 1, or T1), comparing R with NR [padj <0.01; Benjamini–Hochberg (BH)] and over time from T1 to T2 (48 h later) in R and NR independently (paired analysis, padj < 0.01; BH). Then the differences in gene expression trends over time were evaluated (Mann–Whitney, P <0.01). To identify enriched biological processes, we performed an over-representation analysis based on a right-sided hypergeometric test with Bonferroni step-down as multiple testing correction (padj < 0.05). Results: At ICU admission, we did not identify differentially expressed genes (DEGs) between the two groups. In the transition from T1 to T2, the activation of genes involved in T cell–mediated immunity, granulocyte and natural killer (NK) cell functions, and pathogen lipid clearance was noted in the R group. Genes involved in acute inflammation were downregulated in both groups. Conclusions: Within the limits of a small sample size, our results could suggest that early activation of genes of the adaptive immune response is associated with an improvement in organ function.