The “normal” immune response to an insult triggers a highly regulated response determined by the interaction of various immunocompetent cells with pro- and anti-inflammatory cytokines. Under pathologic conditions, the massive elevation of cytokine levels (“cytokine storm”) could not be controlled until the recent development of hemoadsorption devices that are able to extract a variety of different DAMPs, PAMPs, and metabolic products from the blood. CytoSorb® has been approved for adjunctive sepsis therapy since 2011. This review aims to summarize theoretical knowledge, in vitro results, and clinical findings to provide the clinician with pragmatic guidance for daily practice. English-language and peer-reviewed literature identified by a selective literature search in PubMed and published between January 2016 and May 2021 was included. Hemoadsorption can be used successfully as adjunct to a complex therapeutic regimen for various conditions. To the contrary, this nonspecific intervention may potentially worsen patient outcomes in complex immunological processes. CytoSorb® therapy appears to be safe and useful in various diseases (e.g., rhabdomyolysis, liver failure, or intoxications) as well as in septic shock or cytokine release syndrome, although a conclusive assessment of treatment benefit is not possible and no survival benefit has yet been demonstrated in randomized controlled trials.