<b><i>Introduction:</i></b> In polytrauma patients with AKI continuous venovenous hemodialysis (CVVHD) with medium cutoff membrane filters is commonly adopted to increase the removal of both myoglobin and inflammatory mediators, but its impact on increasing molecular weight markers of inflammation and cardiac damage is debated. <b><i>Methods:</i></b> Twelve critically ill patients with rhabdomyolysis (4 burns and 8 polytrauma patients) and early AKI requiring CVVHD with EMIc2 filter were tested for 72 h on serum and effluent levels for NT-proBNP, procalcitonin (PCT), myoglobin, C-reactive protein (CRP), alpha1-glycoprotein, albumin, and total protein. <b><i>Results:</i></b> The sieving coefficients (SCs) for proBNP and myoglobin were as higher as 0.5 at the start, decreased to 0.3 at the 2nd h, and then slowly declined to the final value of 0.25 and 0.20 at the 72nd h, respectively. PCT showed a negligible SC at the 1st h, a peak of 0.4 at the 12th h, and a final value of 0.3. SCs for albumin, alpha1-glycoprotein, and total protein were negligible. A similar trend was observed for the clearances (17–25 mL/min for proBNP and myoglobin; 12 mL/for PCT; <2 mL/min for albumin, alpha1-glycoprotein, and total protein). No correlation was found between systemic determinations and filter clearances of proBNP, PCT, and myoglobin. Net fluid loss/hour during CVVHD positively correlated with systemic myoglobin for all patients and NT-proBNP in the burn patients. <b><i>Conclusion:</i></b> CVVHD with EMiC2 filter showed low clearances for NT-proBNP and procalcitonin. CVVHD did not significantly affect the serum levels of these biomarkers, which could be adopted in the clinical management of early CVVHD patients.