In this narrative review, we discuss the relevant issues of therapeutic plasma exchange (TPE) in critically ill patients. For many conditions, the optimal indication, device type, frequency, duration, type of replacement fluid and criteria for stopping TPE are uncertain. TPE is a potentially lifesaving but also invasive procedure with risk of adverse events and complications and requires close monitoring by experienced teams. In the intensive care unit (ICU), the indications for TPE can be divided into (1) absolute, well-established, and evidence-based, for which TPE is recognized as first-line therapy, (2) relative, for which TPE is a recognized second-line treatment (alone or combined) and (3) rescue therapy, where TPE is used with a limited or theoretical evidence base. New indications are emerging and ongoing knowledge gaps, notably regarding the use of TPE during critical illness, support the establishment of a TPE registry dedicated to intensive care medicine.