<b><i>Introduction:</i></b> The coronavirus disease 2019 (COVID-19) pandemic represented a global public health problem with devastating consequences that have challenged conventional medical treatments. Continuous renal replacement therapy (CRRT), based on a spectrum of modalities and dialysis membranes, can modify cytokine storms, and improve the clearance of inflammatory factors. As severe COVID-19 can lead to acute kidney injury (AKI) requiring RRT, most patients require more than one extracorporeal organ support at this point. This is due to complications that lead to organ dysfunction. The aim of our study was to assess renal recovery and survival while use of the oXiris membrane, as well as a decrease in vasopressors and hemodynamic parameters. <b><i>Methods:</i></b> This was a retrospective, observational study. The population included adult patients (aged >18 years) with a real-time PCR COVID-19 positive test, admitted to the intensive care unit (ICU) with AKI KDIGO 3, which required CRRT, in a hospital in northern Mexico. The primary outcomes were renal recovery and survival, and the secondary outcomes were a decrease in the vasopressor requirements and changes in the hemodynamic parameters. <b><i>Results:</i></b> Thirteen patients were included from January 2020 to August 2021, all of whom met the inclusion criteria. oXiris, an AN69-modified membrane, was used for blood purification and cytokine storm control in all the patients. The primary outcome, renal recovery, and survival were observed in 23% of the patients. The secondary outcome was a decrease of 12% in the use of noradrenaline in the first 24 h of CRRT initiation with oXiris, in addition to a decrease in creatinine and C-reactive protein levels in all patients. <b><i>Discussion:</i></b> The use of the <i>oXiris</i> membrane in patients with severe COVID-19 improved hemodynamic parameters, with 23% of the patients achieving renal recovery. The decrease on the requirement of vasopressors in the overall patients in the first 24 h of CRRT with oXiris was achieved. The mean decrease was of 12%, accompanied by a decrease in inflammatory markers. There is literature on the benefit of CRRT with a modified AN69 membrane in Mexico; however, studies in this regard are scarce, and our research provides valuable information on our experience in this field.