Sepsis can trigger systemic inflammation and lead to detrimental effects on several organs, with particular emphasis on the lungs. In sepsis-associated lung injury, macrophages assume a pivotal role, as their overactivation could facilitate the secretion of inflammatory factors and the imbalance of polarization. Hepatocyte nuclear factor 4 alpha (HNF4A) has been reported its potential involvement in the regulation of inflammatory response and macrophage polarization. This study discusses the role and mechanism of HNF4A in sepsis-induced lung damage. HNF4A exhibits a decrease in expression by analyzing the differentially expressed genes in the lungs of septic mice from the Gene Expression Omnibus dataset GSE15379. Then, we established a mouse sepsis model through a cecal ligation and puncture method and observed that the expression of HNF4A was reduced in both lung tissues and alveolar macrophages. To evaluate the function of HNF4A, we overexpressed HNF4A mediated by adenovirus vectors, which were injected into mice. We found that HNF4A overexpression resulted in a higher survival rate in septic mice and an amelioration of pulmonary damage. Meanwhile, HNF4A overexpression mitigated the infiltration of inflammatory cells and impeded the M1 polarization but facilitated the M2 polarization of macrophages in the lung tissues or the alveolar lavage fluid. In vitro, we treated bone marrow-derived macrophages with interleukin-4. Consistent results were obtained that HNF4A overexpression promoted the M2 polarization of macrophages. Mechanistically, we found that HNF4A transcriptionally regulate the expression of nuclear receptor coactivator 2 (NCOA2) through binding to its promoter region. NCOA2 interacted with glucocorticoid receptor (GR). Stabilin 1 (STAB1) was selected as a possible target by transcriptome sequencing analysis. Functional experiments confirmed STAB1 as a downstream target of the HNF4A/NCOA2/GR axis. Overall, this research investigated the potential impact of HNF4A on pulmonary injury in sepsis. It is suggested that one of the regulatory mechanisms involved in this association may be the NCOR2/GR/STAB1 axis.