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Sepsis is a severe dysregulated immune response to infection. Sepsis deaths represent 9% of cancer deaths in the U.S. Evidence of the effect of specific cancer sites on sepsis mortality risk remains limited, and no research has evaluated the effect of cancer treatment on the risk of sepsis death. We examined whether cancer sites and treatments differentially affect the risk of sepsis death compared to other-cause mortality, among the 94,784 Hawaii participants in the Multiethnic Cohort, including 29,255 cancer cases, using competing risk Cox proportional hazards regression. Cancer diagnosis at any site was associated with similar increases in sepsis and non-sepsis mortality risk (HR: 3.39 and 3.51, resp.). Colorectal cancer differentially affected the risk of sepsis and non-sepsis mortality with a 40% higher effect on the risk of sepsis death compared with non-sepsis mortality (RRR: 1.40, 95% CI: 1.14–1.72). Lung cancer was associated with a significantly lower increase in sepsis compared to non-sepsis mortality (HR: 1.22 and 3.0, resp., RRR: 0.39). Radiation therapy had no effect on sepsis mortality but was associated with higher risk of non-sepsis mortality (HR: 0.90 and 1.16, resp., RRR: 0.76), whereas chemotherapy was associated with higher risk of both sepsis and non-sepsis mortality (HR: 1.31 and 1.21, resp.). We conclude that the risk of sepsis-related mortality is differentially affected by cancer sites and treatments. These associations were consistent across sexes and ethnic groups.