Innate immunity initiates protection of the host organism against invasion of micro-organisms by specific recognition mechanisms. This article reviews the dual role of LBP/CD14 in innate immunity, focusing mostly on experiments performed in mice by the authors. LPS induces uncontrolled pro-inflammatory response that kills the host and is LBP- and CD14-dependent, as neutralization of LBP and CD14 prevents lethal shock. However, surprisingly, the synthetic Pam3CysSerLys4 bacterial lipoprotein from Escherichia coli (BLP), which is well tolerated in mice, kills the mice upon LBP or CD14 blockade. Furthermore, after blockade of LBP and CD14, the mice succumb to a challenge with virulent Klebsiella pneumoniae or Salmonella typhimurium. Therefore, host responses to Gram-negative bacteria are not identical to that of LPS or BLP. When the host is in the presence of virulent Gram-negative bacteria, the invading pathogens must be held in check by the innate immune system until a specific immune response is mounted. Under these conditions, LBP, CD14, and likely Toll-like receptors (TLRs) are a prerequisite to trigger a pro-inflammatory response of macrophages, which is crucial for keeping an infection under control. These studies indicate that we are very far from understanding how the innate system works and more work needs to be done concerning LBP, CD14 or TLRs. Therefore, caution should be the rule about the use of therapeutic approaches to block the pro-inflammatory response in Gram-negative infections.