While evidence supporting the hypothesis that blood purification improve outcome in septic acute kidney injury (AKI) has not been established, many physicians hope to improve outcome in septic AKI by blood purification. Elucidation of the pathophysiology of sepsis has revealed close involvement of humoral mediators, including cytokines, pathogen-associated molecular patterns, and alarmins, in the development of severe sepsis. Removal of substances by blood purification involves three major principles, namely filtration, dialysis (diffusion), and adsorption. Multiple large randomized controlled trials (RCTs) of high-volume hemofiltration (HVHF) for patients with AKI were conducted, but failed to prove the clinical efficacy of HVHF. Blood purification for the removal of mediators through dialysis and filtration using a high cutoff (HCO) membrane hemofilter has not also been established. Furthermore, a HCO membrane hemofilter shares a common problem with HVHF, which is excessive removal of useful substances, such as antimicrobial agents and/or nutrients. Accordingly, continuous hemodiafiltration using cytokine-adsorbing hemofilters (CAH-CHDF) such as polymethylmethacrylate (PMMA) and AN69ST membrane hemofilters has been attracting attention recently. In this review, we report recent findings regarding these old hemofilters with new applications. Although the number of in vitro and in vivo studies conducted to date has been limited, the studies suggest a possibility that these modalities are useful particularly for the treatment of septic shock and septic AKI. CAH-CHDF is expected to be recognized globally as a treatment of septic shock and septic AKI in the near future.