Continuous hemodiafiltration (CHDF) using a polymethymethacrylate (PMMA) membrane hemofilter (PMMA-CHDF) can effectively and continuously remove various cytokines from the circulating blood. PMMA-CHDF can decrease the blood levels of various cytokines when the blood levels of cytokines are high prior to the initiation of CHDF. The main mechanism of cytokine removal with PMMA-CHDF is the adsorption of cytokines to the hemofilter membrane and this characteristic was not observed in the other membrane material. PMMA-CHDF could improve blood pressure, the depressed monocytic HLA-DR expression, and recover the delayed neutrophil apoptosis in septic patients. Thus, cytokine removal with PMMA-CHDF would be effective for the treatment of severe sepsis and septic shock.