Renal replacement therapy in Intensive Care Units is a daily practice worldwide. Ensuring blood flow continuum within extracorporeal circuit is one of the basic tasks during therapy. Unfractionated heparin remains the most popular anticoagulant used. Alternatives, such as low molecular weight heparins, prostacyclin, fondaparinux, or regional use of citrate or nafomostate mesilate are also gaining ground, mainly due to their safety profile. Still, there is no worldwide consensus about their use. Systemic, regional, combined or no coagulation at all; the final choice depends on the patients' characteristics and co-morbidities, as well as institutional and organizational protocols, equipment availability and staff education. This article presents a review of the current modalities for anticoagulation during continuous renal replacement therapy.