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BACKGROUND Pneumonia poses a significant burden on healthcare systems. However, few studies have focused on nurse-led goal-directed lung physical therapy (GDLPT) for pneumonia in sepsis patients in the intensive care unit (ICU). OBJECTIVES This study aimed to investigate the effects of nurse-led GDLPT on the prognosis of pneumonia in sepsis patients in the ICU. METHODS We performed a prospective 2-phase (before-and-after) study over 3 years. After an observational phase (phase 1, n = 188), we designed, implemented, and evaluated a nurse-led GDLPT protocol (phase 2, n = 359) for pneumonia in sepsis patients in the ICU. The primary outcome was 28-day mortality. RESULTS We evaluated 742 critically ill patients with sepsis from January 2017 to January 2020. Among the 742 sepsis patients, 609 were diagnosed with pneumonia and 547 who met the inclusion criteria were enrolled in the study. Compared with patients in phase 1, patients in phase 2 had significantly shorter mechanical ventilation duration (5 [4, 6] days vs. 5 [4, 8] days, p = 0.037), shorter ICU stay (9 [4, 16] days vs. 9 [6, 20] days, p = 0.010), lower ICU mortality (15.0% [54/359] vs. 25.5% [48/188], p = 0.003), and lower 28-day mortality (16.7% [60/359] vs. 27.1% ([51/188], p = 0.004). Multivariate logistic regression analysis revealed that nurse-led GDLPT (odds ratio 0.540, 95% confidence interval 0.345-0.846, p = 0.007), clinical pulmonary infection score (odds ratio 1.111, 95% confidence interval 1.012-1.221, p = 0.028), and ventilation day (OR 1.160, 95% CI, 1.058-1.240, p<0.001)were independent predictors of 28-day mortality for pneumonia in sepsis patients, and that nurse-led GDLPT was a protective factor. CONCLUSIONS Nurse-led GDLPT improved the outcomes of pneumonia in sepsis patients, and was particularly associated with shortened mechanical ventilation duration and ICU stay, and reduced ICU mortality and 28-day mortality.