Sepsis is one of the leading causes of death in critically ill patients with COVID-19 and blood purification therapies have a role to immunomodulate the excessive inflammatory response and improve clinical results. One of the devices designed for these therapies is the oXiris® filter, allowing to perform renal replacement therapy combined with selective adsorption of endotoxins and cytokines. We report a 55-year-old male with COVID who developed a septic shock secondary to a sepsis caused by Pseudomona aeruginosa, refractory to the usual management. A veno-venous continuous hemofiltration was started using the oXiris® filter for 48 hours. Subsequently, there was an improvement in clinical perfusion parameters and a reduction in inflammatory markers. The patient was discharged from the intensive care one month later.