Background We hypothesized that a low mean arterial pressure (MAP) at CRRT initiation would influence the early death or withdrawal of CRRT and in-hospital mortality. Methods This prospective cohort study collected data for CRRT patients seen at the Third Affiliated Hospital from January 2016 to December 2020. We collected MAP data at the initiation of CRRT, reasons for CRRT termination, and in-hospital mortality data. We divided the patients into four groups based on quartiles of the initial MAP and analyzed its influence on early death/withdrawal of CRRT. Results A total of 2,346 patients with acute kidney injury (AKI) were included in this study. The median age of the participants was 68.0 (57.0–76.0) years, and 62.4% were male. CRRT was discontinued in 49.9% of our patients after renal recovery or HD transition; in 48.8%, CRRT was terminated by death (36.6%) or withdrawal (12.2%). An initial low MAP (Q1, MAP ≤ 69 mmHg and Q2, MAP ≤ 77.1 mmHg) was associated with a 1.3-fold greater risk of death/withdrawal during CRRT. Older age, a higher SOFA score, and oliguria at the time of CRRT initiation also predicted death/withdrawal during CRRT. Conclusions In patients on CRRT, a lower MAP at CRRT initiation was closely associated with a higher probability of terminating CRRT due to death/withdrawal, and it was associated with an increased risk of in-hospital mortality.