Extracorporeal blood purification is proposed as an adjuvant therapy for sepsis, aiming at controlling the associated dysregulation of the immune system, which is known to induce organ dysfunctions. Different therapies have been developed to address certain steps of the immune dysregulation. Most of the available blood purification devices focus on a single target, such as the endotoxin that triggers the immune cascade, or the cytokine storm that causes organ damages. However, the highly adsorptive membrane named oXiris® is a unique 4-in-1 device that combines cytokine and endotoxin removal properties, renal replacement function, and antithrombogenic properties. More recently, promising treatments that focus on the pathogen itself or the immune cells have been developed and are currently under investigation. In this review, we aim to summarize, according to their target, the different extracorporeal blood purification techniques that are already available for use. We will also briefly introduce the most recent techniques that are still under development. Because of its unique ability to remove both endotoxins and cytokines, we will particularly discuss the highly adsorptive preheparinized oXiris® membrane. We will present its properties, advantages, pitfalls, as well as therapeutic perspectives based on experimental and clinical data. Video Journal Club “Cappuccino with Claudio Ronco” at https://www.karger.com/Journal/ArticleNews/223997?sponsor=52