Acute kidney injury (AKI) in patients with septic shock is associated with high mortality, but the appropriate timing for initiating continuous renal replacement therapy (CRRT) is controversial. We retrospectively enrolled 158 septic shock patients with AKI in the medical intensive care unit (ICU) from July 2016 to April 2018. The time from AKI onset to CRRT initiation was compared according to ICU mortality using Cox proportional hazard, receiver operating characteristic, and Kaplan-Meier survival analyses. At the time of ICU discharge, the mortality rate was 50.6% (n = 80). It took longer to initiate CRRT in non-survivors than in survivors (hazard ratio 1.009; 95% confidence interval [CI] 1.003-1.014; P = 0.002). The cut-off time from AKI onset to CRRT initiation for ICU mortality was 16.5 hours (area under the curve 0.786; 95% CI 0.716-0.856; P < 0.001). The cumulative mortality rate was significantly higher in patients in whom CRRT was initiated beyond 16.5 hours after AKI onset than in those in whom CCRT was initiated within 16.5 hours (log-rank test, P < 0.001). Several clinical situations must be considered to determine the optimal timing of CRRT initiation in these patients. Close observation and CRRT initiation within 16.5 hours after AKI onset may help improve survival.