We report a case of severe chronic pruritus in a patient with cholestasic liver disease due to a cholangiocarcinoma that did not respond to sequential treatment with bile acid sequestrants, enzyme-inducing agents, opioid antagonists or selective serotonin inhibitors. Since the cause of severe pruritus is the accumulation of some substances in plasma and other tissues, as a result of cholestasis, it has been suggested that the removal of these substances would improve the quality of life of patients. However, the specific nature of the substances and the mechanisms by which they cause itching is still unknown, meaning that there is no targeted therapy or any guidelines available to tackle this situation. Therefore, therapies for chronic pruritus are largely based on clinical experience and anecdotal reports. Considering that Nephrologists are well trained to perform extracorporeal blood purification treatments, we were requested for an experimental therapy with total plasma exchange (TPE), an invasive therapy that has been claimed as effective. However, this report illustrates a case in which TPE displayed a low clinical benefit and prompted us to review the evidence behind the use of extracorporeal devices in cholestatic liver disease.