Sepsis is one of the leading causes of morbidity and mortality worldwide. It is characterized by a dysregulated immune response to infections that results in life-threatening organ dysfunction and even death. Bacterial cell wall components (endotoxin or lipopolysaccharide), known as pathogen-associated molecular patterns (PAMPs), as well as damage-associated molecular patterns (DAMPs) released by host injured cells, are well-recognized triggers resulting in the elevation of both pro-inflammatory and anti-inflammatory cytokines. Understanding this complex pathophysiology has led to the development of therapeutic strategies aimed at restoring a balanced immune response by eliminating/deactivating these inflammatory mediators. Different extracorporeal techniques have been studied in recent years in the hope of maximizing the effect of renal replacement therapy in modulating the exaggerated host inflammatory response, including the use of high volume hemofiltration (HVHF), high cut-off (HCO) membranes, adsorption alone, and coupled plasma filtration adsorption (CPFA). These strategies are not widely utilized in practice, depending on resources and local expertise. The literature examining their use in septic patients is growing, but the evidence to support their use at this stage is considered of low level. Our aim is to provide a comprehensive overview of the technical aspects, clinical applications, and associated side effects of these techniques.