Background Capillary leak syndrome (CLS) is a rare disease characterized by profound vascular leakage and presents as a classic triad of hypotension, hypoalbuminemia and hemoconcentration. Severe CLS is mostly induced by sepsis and generally life-threatening in newborns, especially in premature infants. Continuous renal replacement therapy (CRRT) plays an important role of supportive treatment for severe CLS. Unfortunately, CRRT in preterm infants has rarely been well defined. Case presentation We report the case of a 11-day-old girl with CLS caused by sepsis, who was delivered by spontaneous vaginal delivery (SVD) at gestational age of 25 weeks and 4 days, and a birth weight of 0.89 Kilograms(kg). The infant received powerful management consisting of united antibiotics, mechanical ventilation, intravenous albumin and hydroxyethyl starch infusion, vasoactive agents, small doses of glucocorticoids and other supportive treatments. However, the condition rapidly worsened with systemic edema, hypotension, pulmonary exudation, hypoxemia and anuria in about 40 h. Finally, we made great efforts to perform CRRT for her. Fortunately, the condition improved after 82 h’ CRRT, and the newborn was rescued and gradually recovered. Conclusion CRRT is an effective rescue therapeutic option for severe CLS and can be successfully applied even in extremely-low-birth-weight premature.