<b><i>Introduction:</i></b> Coronavirus disease 2019 (COVID-19) is characterized by hyperinflammation and coagulopathy. Severe cases often develop respiratory distress, requiring mechanical ventilation and with critical cases progressing to acute respiratory distress syndrome. Control of hyperinflammation has been proposed as a possible therapeutic avenue for COVID-19; extracorporeal blood purification (EBP) modalities offer an attractive mean to ameliorate maladaptive inflammation. With this work, we evaluated the longitudinal changes of systemic inflammatory markers in critically ill COVID-19 patients treated with blood purification using AN69ST (oXiris®) haemofilter. <b><i>Methods:</i></b> We performed a time-series analysis of 44 consecutive COVID-19 cases treated with the AN69ST (oXiris®) cytokine adsorbing haemofilter (CAH) according to local practice; we visualize longitudinal results of biochemical, inflammatory, blood gas, and vital sign parameters focussing on systemic levels of interleukin-6 (IL-6), C-reactive protein (CRP), and procalcitonin. <b><i>Results:</i></b> All patients were treated with ≥1 cycle extracorporeal continuous venovenous haemofiltration (CVVH) with CAH; of these, 30 severe patients received CVVH-CAH within 4–12 h of admission after recognizing a hyper-inflammatory state. Another 14 patients admitted with mild-to-moderate symptoms progressed to severe disease and were placed on EBP during hospitalization. The treatment was associated with a reduction of ferritin, CRP, fibrinogen, several inflammatory markers, and a resolution of numerous cytopenias. The observed mortality across the cohort was 36.3%. <b><i>Conclusion:</i></b> EBP with CAH was associated with a decrease in CRP, and control of IL-6 and procalcitonin.