Sepsis is one of the main causes of death in critically ill patients. The pathophysiology of sepsis is complex and not completely understood. The proinflammatory and anti-inflammatory response leads to cell and organ dysfunction and, in many cases, death. Thus, the goal of the intervention is to restore the homeostasis of circulating mediators rather than to inhibit selectively the proinflammatory or anti-inflammatory mediators. Blood purification has been reported to remove a wide array of inflammatory mediators. The effects are broad-spectrum and auto-regulating. Blood purification has also been demonstrated to restore immune function through improving antigen-presenting capability, adjusting leukocyte recruitment, oxidative burst and phagocytosis, and improving leukocyte responsiveness. A great deal of work has to be done in order to find and optimize the best extracorporeal blood purification therapy for sepsis. New devices specifically target the pathophysiological mechanisms involved in these conditions. High-volume hemofiltration, hemoadsorption, coupled plasma filtration adsorption, and high cutoff membrane are now being tested in septic patients. Preliminary data indicate the feasibility of these modified techniques in sepsis. Their impact on patient prognosis, however, still needs proof by large randomized clinical trials. Finally, the emerging paradigm of sepsis-induced immune suppression provides additional rationale for the development of extracorporeal blood purification therapy for sepsis.