Objective: The objective of this study was to assess the relationship between serum procalcitonin (PCT) and acute kidney injury (AKI) induced by bacterial septic shock. Methods: A retrospective study was designed which included patients who were admitted to the ICU from January 2015 to October 2018. Multiple logistic regression and receiver operating characteristic (ROC) as well as smooth curve fitting analysis were used to assess the relationship between the PCT level and AKI. Results: Of the 1,631 patients screened, 157 patients were included in the primary analysis in which 84 (53.5%) patients were with AKI. Multiple logistic regression results showed that PCT (odds ratio [OR] = 1.017, 95% confidence interval [CI] 1.009–1.025, p < 0.001) was associated with AKI induced by septic shock. The ROC analysis showed that the cutoff point for PCT to predict AKI development was 14 ng/mL, with a sensitivity of 63% and specificity 67%. Specifically, in multivariate piecewise linear regression, the occurrence of AKI decreased with the elevation of PCT when PCT was between 25 ng/mL and 120 ng/mL (OR 0.963, 95% CI 0.929–0.999; p = 0.042). The AKI increased with the elevation of PCT when PCT was either <25 ng/mL (OR 1.077, 95% CI 1.022–1.136; p = 0.006) or >120 ng/mL (OR 1.042, 95% CI 1.009–1.076; p = 0.013). Moreover, the PCT level was significantly higher in the AKI group only in female patients aged ≤75 years (p = 0.001). Conclusions: Our data revealed a nonlinear relationship between PCT and AKI in septic shock patients, and PCT could be used as a potential biomarker of AKI in female patients younger than 75 years with bacterial septic shock.