Background <p>Methylprednisolone is still used to treat adults with septic shock in real-world clinical settings, despite current international guidelines recommending hydrocortisone. The aim of this study was to assess the effect of methylprednisolone vs hydrocortisone on 30-day mortality among critically ill patients with septic shock.</p> Methods <p>We conducted a retrospective cohort study on adults with septic shock using the MIMIC-IV v3.0 database. Patients who received methylprednisolone after diagnosis were matched using propensity score matching (PSM) with those received hydrocortisone, to balance confounding factors between groups. The primary outcome was the 30-day mortality rate. Subgroup and sensitivity analyses were performed to assess the robustness of the conclusions.</p> Results <p>A total of 1,607 septic shock patents were enrolled in this study, with an overall 30-day mortality rate of 42.1%. After 1:1 PSM, 376 pairs were successfully matched. The primary outcome occurred in 141 patients (37.5%) and in 131 patients (34.8%) in the methylprednisolone and hydrocortisone groups, respectively (HR = 1.105, 95% CI: 0.871–1.402, <i>P</i> = 0.410). In subgroup analyses based on age, sex, blood culture positivity, pneumonia, and invasive mechanical ventilation (IMV), along with sensitivity analyses for deletion of missing values, findings remained consistent. However, the methylprednisolone group exhibited a longer ICU stay, elevated blood glucose levels, and a shorter maintenance duration for vasopressin compared to the hydrocortisone group.</p> Conclusions <p>Among adults with septic shock, there was no significant difference in 30-day mortality between those administered methylprednisolone and hydrocortisone. It needs to be further verified in prospective, randomized controlled trials.</p>