We hypothesized that the adipose-derived mesenchymal stem cells (ADMSCs), which secrete high amounts of soluble molecules, such as soluble tumor necrosis factor receptor 1 (sTNFR1), may ameliorate sepsis-induced acute lung injury (ALI). A total of 120 male adult Sprague–Dawley rats were separated into four groups: the sham control (SC), sepsis induced by cecal ligation and puncture (CLP), CLP–ADMSCs, and CLP–sTNFR1 small interfering RNA (siRNA) groups; CLP groups underwent CLP and then received 1 × 10 6 ADMSCs with or without knockdown of sTNFR1 intravenously at 1 hr after surgery. Rats were killed at 3, 6, 24, and 48 hr after the SC or CLP procedures. 5-Ethynyl-2′-deoxyuridine-labeled ADMSCs extensively colonized the lungs at 6, 24, and 72 hr after injection. The lung wet/dry (W/D) weight ratios in the CLP group were higher than those in SC group; however, ADMSCs ameliorated the W/D weight ratios following CLP, and this effect was abolished by sTNFR1 siRNA treatment. The levels of serum sTNFR1 and interleukin-10 (IL-10) were higher in the CLP–ADMSCs group and lower in the SC group than in other groups; interestingly, these levels were higher in CLP and CLP–sTNFR1 siRNA groups than in SC group. Tumor necrosis factor-α and IL-6 levels increased significantly after CLP, and ADMSCs could alleviate these changes, but the effect was weakened by sTNFR1 siRNA treatment. The lung cell apoptosis and edema levels were consistent with IL-6 levels among all groups. Therapeutically administered ADMSCs secrete sTNFR1, which most likely protects against ALI in septic rats by ameliorating inflammation and lung edema.