Large clinical trials testing hydrocortisone therapy in septic shock have produced conflicting results. Subgroups may benefit of hydrocortisone treatment depending on their individual immune response. We performed an exploratory analysis of the database from the international randomized controlled clinical trial Corticosteroid Therapy of Septic Shock (CORTICUS) employing machine learning to a panel of 137 variables collected from the Berlin subcohort comprising 83 patients including demographic and clinical measures, organ failure scores, leukocyte counts and levels of circulating cytokines. The identified theranostic marker was validated against data from a cohort of the Hellenic Sepsis Study Group (HSSG) ( = 246), patients enrolled in the clinical trial of Sodium Selenite and Procalcitonin Guided Antimicrobial Therapy in Severe Sepsis (SISPCT, = 118), and another, smaller clinical trial (Crossover study, = 20). In addition, blood culture experiments and experiments in mouse models were performed to assess biological plausibility. A low serum IFNγ/IL10 ratio predicted increased survival in the hydrocortisone group whereas a high ratio predicted better survival in the placebo group. Using this marker for a decision rule, we applied it to three validation sets and observed the same trend. Experimental studies revealed that IFNγ/IL10 was negatively associated with the load of (heat inactivated) pathogens in spiked human blood and in septic mouse models. Accordingly, an analysis of published IFNγ and IL10 values in bacteremic and non-bacteremic patients with the Systemic Inflammatory Response Syndrome supported this association between the ratio and pathogen burden. We propose IFNγ/IL10 as a molecular marker supporting the decision to administer hydrocortisone to patients in septic shock. Prospective clinical studies are necessary and standard operating procedures need to be implemented, particularly to define a generic threshold. If confirmed, IFNγ/IL10 may become a suitable theranostic marker for an urging clinical need.