Increasing evidence indicates that the expression of tumor necrosis factor-α (TNF-α) in myocardium correlates with the severity of cardiac dysfunction in septic shock. The aim of this study was to investigate the impact of high-volume hemofiltration (HVHF) on the expression of TNF-α in myocardium in septic shock pigs. Sixteen male Landrace pigs weighing 31 ± 5 kg were randomly assigned to control group (n = 4), septic shock group (n = 6), and HVHF group (septic shock + HVHF, n = 6). All animals were anesthetized and mechanically ventilated. After baseline examinations, septic shock group and HVHF group underwent induction of peritonitis. One hour later, the animals in HVHF group received treatment with HVHF and the treatment was continued for 12 h. As the control of HVHF group, the animals in septic shock group received the same support but hemofiltration. Twelve hours after HVHF therapy, all the animals were sacrificed. TNF-α and nitric oxide (NO) levels in both circulation and myocardium were measured. Compared with those of septic shock animals, the levels of cardiac output, stroke volume, and mean arterial pressure were better maintained in HVHF group. The expression of TNF-α in myocardium in HVHF group was lower than that in septic shock group (44.17 ± 18.70 vs. 92.50 ± 33.89 pg/mg protein, P = 0.015). The difference of TNF-α in circulation between HVHF group and septic shock group was no significance at different time. However, circulating NO in HVHF group was lower than that in septic shock group. These results suggest that HVHF improves hemodynamics and heart dysfunction in septic shock pigs, which may be attributed to reduction of TNF-α in myocardium but not in circulation.