Sepsis is the most common and severe cause of morbidity and mortality among critically ill patients. Multiple organ dysfunction syndrome often complicates sepsis, leading to a worse prognosis that is proportional to the severity and number of damaged organs. Acute kidney injury (AKI) also complicates sepsis, with a linear relationship between the severity of kidney damage and sepsis prognosis. The management of sepsis and septic AKI involves intensive proactive preventive measures, medical and extracorporeal treatment of established sepsis, support of failing organs and rehabilitation of the residual effects left by this devastating syndrome. Unfortunately, although some innovations in the clinical management of sepsis are now available, their beneficial effects on renal function are still uncertain. The aim of this Review is to provide an update on the current state of interventions in sepsis-related AKI. Prevention, pharmacological support and extracorporeal blood purification for septic AKI will be reviewed and discussed.