Currently, there is no therapy targeting septic cardiomyopathy (SC), a key contributor to organ dysfunction in sepsis. In this study, we used a machine learning (ML) pipeline to explore transcriptomic, proteomic, and metabolomic data from patients with septic shock, and prospectively collected measurements of high-sensitive cardiac troponin and echocardiography. The purposes of the study were to suggest an exploratory methodology to identify and characterise the multiOMICs profile of (i) myocardial injury in patients with septic shock, and of (ii) cardiac dysfunction in patients with myocardial injury. The study included 27 adult patients admitted for septic shock. Peripheral blood samples for OMICS analysis and measurements of high-sensitive cardiac troponin T (hscTnT) were collected at two time points during the ICU stay. A ML-based study was designed and implemented to untangle the relations among the OMICS domains and the aforesaid biomarkers. The resulting ML pipeline consisted of two main experimental phases: recursive feature selection (FS) assessing the stability of biomarkers, and classification to characterise the multiOMICS profile of the target biomarkers. The application of a ML pipeline to circulate OMICS data in patients with septic shock has the potential to predict the risk of myocardial injury and the risk of cardiac dysfunction.