During the coronavirus disease 2019 (COVID-19) pandemic, acute kidney injury (AKI) was a common sequela of COVID-19 infection and predicted disease severity and mortality. Extracorporeal blood purification techniques involving blood filtration devices are an emerging treatment for AKI in the setting of severe COVID-19 infections. In this review, we discuss potential mechanisms for the development of AKI in COVID-19 patients as well as the various available blood filtration devices and the role they may play in managing the AKI in COVID-19 patients. A total of seven blood filters currently available were compared based on their potential in treating AKI in COVID-19 patients. Blood filtration devices show potential as an emerging treatment modality for COVID-19–induced AKI, but further clinical trials are necessary before their widespread adoption and usage.