Multiple myeloma (MM) is still one of the most common haematological diseases and is associated with a poor prognosis. It is frequently worsened by acute kidney failure that, in turn, aggravates the risk of death. In the past few years, the idea has made headway that the removal of free light chains (FLC) by means of extracorporeal blood purification systems may facilitate the recovery of renal function. Up to now, many different extracorporeal techniques have been put forward in FLC removal, such as plasma exchange, dialysis with super-flux filters, and adsorption by means of cartridge of resins. In this paper, we illustrate the use of polymethylmethacrylate (PMMA) dialysis membranes with a high adsorptive capacity (Toray BK-F; Toray Industries, Inc., Tokyo, Japan). We have evaluated light chain removal by means of an original dialysis procedure using a double-filter circuit made of PMMA working in sequential dialysis (DELETE system). The system provides satisfactory results in terms of FLC removal and, at the same time, ensures an adequate dialysis treatment (Kt/V >1.5) with significant reduction in urea, creatinine, and β2-microglobulin. The dual PMMA filter system combines an acceptable cost/efficiency ratio when compared with other methods and constitutes a concrete prospect in FLC removal. Its preferential setting of use is in patients with MM or with monoclonal gammopathies, who are on chronic dialysis and maintain high circulating levels of FLC.