A case of hemophagocytic syndrome (HPS) refractory to corticosteroid therapy was successfully treated by plasma exchange. The patient was a 56-year-old woman who had undergone regular hemodialysis for 10 years for complicated myelodysplastic syndrome (MDS) and then had had lung tuberculosis. After the onset of tuberculosis, she suffered from HPS and was treated by antituberculosis agents and high dose corticosteroid administration without any effect on the HPS. After adding a series of plasma exchanges, the HPS improved gradually, and her MDS began to respond to corticosteroid therapy. Plasma hypercytokinemia due to HPS was corrected by plasma exchange, and the correction of a high level of plasma inflammatory cytokine was considered to be one of the contributing factors for the improvement of HPS. These results suggest that therapeutic plasma exchange should be considered as a therapeutic tool for HPS refractory to conventional therapy.