The coronavirus disease-19 (COVID-19) has spread over many countries and regions since the end of 2019, becoming the most severe public health event at present. Most of the critical cases developed multiple organ dysfunction, including acute kidney injury (AKI). Cytokine storm syndrome (CSS) may complicate the process of severe COVID-19 patients. This manuscript reviews the different aspects of blood purification in critically ill patients with AKI and increased inflammatory factors, and examines its potential role in severe COVID-19 treatment. Continuous renal replacement therapy (CRRT) has been practiced in many sepsis patients with AKI. Still, the timing and dosing need further robust evidence. In addition to the traditional CRRT, the high-throughput membrane with adsorption function and cytokine adsorption column are two representatives of recently emerging novel membrane technologies. Their potential in removing inflammatory factors and other toxins prospects for the treatment of severe COVID-19.