The autonomic nervous system (ANS) regulates the cardiovascular system. A growing body of experimental and clinical evidence confirms significant dysfunction of this regulation during sepsis and septic shock. Clinical guidelines do not currently include any evaluation of ANS function during the resuscitation phase of septic shock despite the fact that the severity and persistence of ANS dysfunction are correlated with worse clinical outcomes. In the critical care setting, the clinical use of ANS-related hemodynamic indices is currently limited to preliminary investigations trying to predict and anticipate imminent clinical deterioration. In this review, we discuss the evidence supporting the concept that, in septic shock, restoration of ANS-mediated control of the cardiovascular system or alleviation of the clinical consequences induced by its dysfunction (e.g., excessive tachycardia, etc.), may be an important therapeutic goal, in combination with traditional resuscitation targets. Recent studies, which have used standard and advanced monitoring methods and mathematical models to investigate the ANS-mediated mechanisms of physiological regulation, have shown the feasibility and importance of monitoring ANS hemodynamic indices at the bedside, based on the acquisition of simple signals, such as heart rate and arterial blood pressure fluctuations. During the early phase of septic shock, experimental and/or clinical studies have shown the efficacy of negative-chronotropic agents (i.e., beta-blockers or ivabradine) in controlling persistent tachycardia despite adequate resuscitation. Central α-2 agonists have been shown to prevent peripheral adrenergic receptor desensitization by reducing catecholamine exposure. Whether these new therapeutic approaches can safely improve clinical outcomes remains to be confirmed in larger clinical trials. New technological solutions are now available to non-invasively modulate ANS outflow, such as transcutaneous vagal stimulation, with initial pre-clinical studies showing promising results and paving the way for ANS modulation to be considered as a new potential therapeutic target in patients with septic shock.