Sepsis is one of the main causes of death in critically ill patients worldwide, and in many cases it is associated with renal and/or other organ failure. However, we do not have a unique efficient therapy to reduce this extremely high mortality rate. In the last years interest around the use of extracorporeal blood purification techniques has increased. One of the emerging treatments in patients with severe sepsis and septic shock is coupled plasma filtration adsorption (CPFA), a novel extracorporeal blood purification therapy aimed at a nonselective reduction of the circulating levels and activities of both pro- and anti-inflammatory mediators. Early experimental studies and the following clinical trials have demonstrated impressive results regarding hemodynamics and respiratory parameters, even in patients without concomitant acute renal injury, paralleled by a quick tapering of vasoactive drugs. Considering the still high morbidity and mortality rates in septic shock patients, this new blood purification technique seems to have benefits when applied early in the course of sepsis, also without renal indications, suggesting that it might be performed to prevent rather than to treat acute kidney injury.