Background To investigate the efficacies of different immunotherapies in neonates with suspected or proven sepsis. Methods We searched the Cochrane Library, EMBASE, MEDLINE, EBSCOhost, and Web of Science for studies published before May 2019 that investigated different immunotherapies in neonates with suspected or proven sepsis. Comparisons were among immunotherapies and between immunotherapy and placebo. The review was registered in the PROSPERO CRD database. Results All-cause mortality was not significantly different between patients who received the immunoglobulin (IgG), IgM-enriched immunoglobulin (IgGAM), granulocyte-colony stimulating factor (G-CSF) or granulocyte-macrophage colony stimulating factor (GM-CSF) immunotherapies and those who received placebo. The RRs of the immunotherapies were 0.80 (95% CI: 0.57 to 1.1), 0.45 (95% CI: 0.17 to 1.0), 0.93 (95% CI: 0.64 to 1.2) and 0.67 (95% CI: 0.39 to 1.1), respectively. Compared with placebo, none of the interventions showed statistically significant differences in the duration of hospital stay. The MDs of the immunotherapies were - 2.7 (95% CI: - 8.4 to 3.5), - 0.18 (95% CI: - 7.3 to 7.7), - 1.7 (95% CI: - 7.3 to 3.9) and - 7.2 (95% CI: - 28 to 13), respectively. Conclusions No significant differences in all-cause mortality or the duration of hospital stay were found in neonates with suspected or proven sepsis treated with the four types of immunotherapies and those treated with placebo.