Sepsis is one of the leading causes of mortality globally, and it costs billions of dollars annually. However, treating septic patients is currently highly challenging, and more research is needed into a general treatment method for sepsis. Therefore, in this work, we propose a reinforcement learning method for learning the optimal treatment strategies for septic patients. We model the patient physiological time series data as the input for a deep recurrent Q-network that learns reliable treatment policies. We evaluate our model using an off-policy evaluation method, and the experimental results indicate that it outperforms the physicians’ policy, reducing patient mortality up to 3.04%. Thus, our model can be used as a tool to reduce patient mortality by supporting clinicians in making dynamic decisions.