Rhabdomyolysis (RM) and subsequent myoglobin (Mb) deposition can lead to acute kidney injury. Continuous venovenous hemofiltration (CVVH) can remove Mb, but direct renal protection is unclear. We hypothesized that CVVH can improve renal mitochondrial dysfunction in its early stage. Twenty-four mongrel dogs were randomly divided into four groups: (A) control; (B) model; (C) model+ CVVH (50 mL/kg/h); and (D) model+ CVVH (30 mL/kg/h). RM was induced by glycerol via intramuscular injection. The dogs were closely monitored for urine flow and renal function. Mb, plasma tumor necrosis factor-α (TNF-α), and interleukin (IL)-6 were measured by enzyme-linked immunosorbent assay. After 8 h of CVVH, the morphological changes of renal mitochondria were observed and mitochondrial function indicators (reactive oxygen species, malondialdehyde, and respiratory control index) were detected. Western blot analysis was used to detect the expression of Mb, TNF-α, and IL-6 in renal tubules. The terminal deoxynucleotidyl transferase-mediated dUTP-biotin nick end labeling assay method and Western blot analysis were used to detect apoptosis and apoptosis-related proteins. In group B, the dog urine output gradually decreased with increased blood creatinine. In groups C and D, the urine output was normal and stable. CVVH effectively eliminated Mb. High-dose CVVH was significantly better for removal efficiency than low-dose CVVH. CVVH significantly reduced the deposition of circulating Mb in the kidney in a dose-dependent manner. The impact of CVVH on TNF-α and IL-6 were not observed. The morphological changes of mitochondria and function indicators were significantly improved in group C compared with groups D and B. Compared with group B, renal apoptosis and apoptosis-related protein expression were inhibited in groups C and D. Group C was significantly better for mitochondrial improvement and apoptosis inhibition than group D. At the cellular and molecular level, CVVH can improve renal mitochondrial function and inhibit cell apoptosis. Early CVVH can protect from RM-caused renal injuries in a dose-dependent manner.