Sepsis is the primary cause of death in the intensive care unit. Extracorporeal blood purification therapies have been proposed for patients with sepsis in order to improve outcomes since these therapies can alter the host inflammatory response by non-selective removal of inflammatory mediators or bacterial products or both. Recent technological progress has increased the number of techniques available for blood purification and their performance. In this overview, we report on the latest advances in blood purification for sepsis and how they relate to current concepts of disease, and we review the current evidence for high-volume hemofiltration, cascade hemofiltration, hemoadsorption, coupled plasma filtration adsorption, high-adsorption hemofiltration, and high-cutoff hemofiltration/hemodialysis. Promising results have been reported with all of these blood purification therapies, showing that they are well tolerated, effective in clearing inflammatory mediators or bacterial toxins (or both) from the plasma, and efficacious for improvement of various physiologic outcomes (for example, hemodynamics and oxygenation). However, numerous questions, including the timing, duration, and frequency of these therapies in the clinical setting, remain unanswered. Large multicenter trials evaluating the ability of these therapies to improve clinical outcomes (that is, mortality or organ failure), rather than surrogate markers such as plasma mediator clearance or transient improvement in physiologic variables, are required to define the precise role of blood purification in the management of sepsis.