More than half of patients with acute renal failure in the intensive care unit require dialysis, and the majority of them have significant hemodynamic instability. Continuous renal replacement therapy (CRRT) is often the preferred dialysis modality in these patients. One requirement for CRRT is anticoagulation, which can expose patients to the risk of bleeding. However, absence of effective anticoagulation may result in clotting of the CRRT circuit and subsequently less effective treatment. While heparins are widely used for anticoagulation, because of potential side effects such as bleeding and heparin-induced thrombocytopenia, alternative anticoagulation protocols should be considered. Citrate anticoagulation, regional heparin/protamine, predilution, r-hirudin, prostacyclin, and nafamostat are among these methods.