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Among patients with vasodilatory shock, gene expression scores may identify different immune states. We aimed to test whether such scores are robust in identifying patients' immune state and predicting response to hydrocortisone treatment in vasodilatory shock.We selected genes to generate continuous scores to define previously established subclasses of sepsis. We used these scores to identify a patient's immune state. We evaluated the potential for these states to assess the differential effect of hydrocortisone in two randomized clinical trials of hydrocortisone versus placebo in vasodilatory shock.We initially identified genes associated with immune-adaptive, immune-innate, immune-coagulant functions. From these genes, 15 were most relevant to generate expression scores related to each of the functions. These scores were used to identify patients as immune-adaptive prevalent (IA-P) and immune-innate prevalent (IN-P). In IA-P patients, hydrocortisone therapy increased 28-day mortality in both trials (43.3% vs 14.7%, P = 0.028) and (57.1% vs 0.0%, P = 0.99). In IN-P patients, this effect was numerically reversed.Gene expression scores identified the immune state of vasodilatory shock patients, one of which (IA-P) identified those who may be harmed by hydrocortisone. Gene expression scores may help advance the field of personalized medicine.