Sepsis is a life-threatening systemic inflammatory response syndrome caused by the host imbalanced response to infection. Lung injury is the most common complication of sepsis and one of the leading causes of patient death. Pyroptosis is a specific programmed cell death characterized by the release of inflammatory cytokines. Appropriate pyroptosis can reduce tissue damage and exert a protective effect against infection during sepsis. However, overactivated pyroptosis results in massive cell death, leading to septic shock, multiple organ dysfunction syndrome, and even an increased risk of secondary infection. Recent studies suggest that pyroptosis can interact with and cross-regulate other types of cell death programs to establish a complex network of cell death, which participates in the occurrence and development of septic lung injury. This review will focus on the interactions between pyroptosis and other types of cell death, including apoptosis, necroptosis, PANoptosis, NETosis, autophagy, and ferroptosis, to summarize the role of pyroptosis in sepsis-induced lung injury, and will discuss the potential therapeutic strategies of targeting pyroptosis during sepsis treatment.