Suspicion of sepsis in neutropenic patients requires immediate antimicrobial treatment. The initial regimen in critically ill patients should cover both Gram-positive and Gram-negative pathogens, including Pseudomonas aeruginosa. However, the risk of selecting multidrug-resistant pathogens should be considered when using broad-spectrum antibiotics for a prolonged period of time. The choice of the first-line empirical drugs should take into account the underlying malignancy, local bacterial ecology, clinical presentation and severity of acute illness. This review provides an up-to-date guide that will assist physicians in choosing the best strategy regarding the use of antibiotics in neutropenic patients, with a special focus on critically ill patients, based on the above-mentioned considerations and on the most recent international guidelines and literature.