Avian influenza A (H7N9) is a severe disease with high mortality. Hypercytokinemia is thought to play an important role in the pathogenesis. This study was to investigate the efficiency of plasma exchange (PE) + continuous veno‐venous hemofiltration (CVVH) on the removal of inflammatory mediators and their benefits in the management of fluid overload and metabolic disturbance. In total, 40 H7N9‐infected patients were admitted to our hospital. Sixteen critically ill H7N9‐infected patients received combination of PE and CVVH. Data from these 16 patients were collected and analyzed. The effects of PE + CVVH on plasma cytokine/chemokine levels and clinical outcomes were examined. H7N9‐infected patients had increased plasma levels compared to healthy controls. After 3 h of PE + CVVH treatment, the cytokine/chemokine levels descended remarkably to lower levels and were maintained thereafter. PE + CVVH also benefited the management of fluid, cardiovascular dysfunction and metabolic disturbance. Of the 16 critically ill patients who received PE + CVVH, 10 patients survived. PE + CVVH decreased the plasma cytokine/chemokine levels significantly. PE + CVVH were also beneficial to the management of severe avian influenza A (H7N9).