The recent Ebola outbreak in West Africa highlights the need to improve our understanding of why viral hemorrhagic fevers (VHFs) are so devastating. There is a requirement to generate effective prophylactics, such as vaccines, and therapies, especially those that are effective postsymptomatically. For a range of pathogens, it appears that overstimulation of pro-inflammatory cytokines, the 'cytokine storm', causes serious immunopathology in patients. In this review, we will focus on the cytokine response following infection by representatives of the viruses which can cause VHF: Ebola virus and Marburg virus, Crimean-Congo hemorrhagic fever virus, Dengue virus, Junin and Lassa virus. Specifically, the role of the cytokine storm in causing VHF and the use of therapeutic immunomodulatory compounds to help treat these fatal and debilitating diseases will be explored.