This study aimed to investigate the efficiency, safety and cost‐efficiency of blood purification (BP) in treating patients with severe‐acute pancreatitis (SAP). A literature search was conducted using PubMed, OVID, International Clinical Trials Register (ICTRP), and Cochrane Central Register of Controlled Trials (CENTRAL). A total of 11 prospective studies and 6 retrospective studies, which reported the mortality of 1279 SAP patients, were included for analysis. Decreased short‐term mortality and incidence rate of infection were observed in the high‐volume hemofiltration (HVHF) group, but not in patients treated with other types of BP. There was no significant difference in the incidence of multiple‐organ dysfunction (MODS), duration of hospital stay, or cost of hospitalization between the BP and non‐BP groups. The starting time point, substitution fluid flow rate, filter membrane type, hemofilter change interval, anticoagulation, and sustaining times of BP varied across studies. In conclusion, HVHF may reduce the short‐term mortality (<4 weeks), not long‐term mortality, of SAP patients by decreasing the incidence of infection, while other types of BP did not show a significant beneficial effect. Neither HVHF nor other BP patterns affect the duration of hospital stay, cost of hospitalization, or incidence of MODS in SAP patients.