A hallmark in the pathophysiology of sepsis is the excessive release of endogenous and exogenous inflammatory mediators. Various blood purification techniques aiming at the removal of such mediators have been employed as adjunctive therapy in patients with sepsis. Renal-dose hemodialysis and hemofiltration with standard protocols and materials have proved ineffective. High-volume protocols and/or use of high cutoff membranes may offer better biochemical efficacy; however, their impact on clinical outcomes is unclear. Plasma separation, in particular when combined with (unselective or selective) (immuno-) adsorption procedures, are most promising in terms of mediator clearances. Until the clinical efficacy of extracorporeal therapies for immunomodulation during sepsis is demonstrated by clinical trials, they cannot be recommended as standard clinical procedures.