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Non-steroidal anti-inflammatory drugs are efficacious treatments for rheumatoid arthritis and osteoarthritis. However, an adverse effect of treatment with non-steroidal anti-inflammatory drugs is: acute renal failure, particularly in a subset of patients that are in a state of effective volume depletion. The frequency of this side-effect in the general treated population is not known, but is probably less than 1% per year. Non-steroidal anti-inflammatory drugs act by inhibiting the synthesis of prostaglandins, which are important mediators of renal function. In the volume-depleted state prostaglandins may counter the vasoconstriction associated with the activation of the renin-angiotensin system. Cyclooxygenase is the rate-limiting enzyme involved in the synthesis of prostaglandins. Cyclooxygenase exists in two forms: a constitutive form (cyclooxygenase-1) and an inducible form (cyclooxygenase-2), which is associated with inflammation. Non-steroidal anti-inflammatory drugs are non-specific inhibitors of both forms of Cyclooxygenase. New data are emerging regarding the role of cyclooxygenase-2 in the control of renal function. In normal rat and dog kidney, cyclooxygenase-2 is sparsely expressed in the macula densa, but expression is upregulated when animals are volume depleted. This review explores the possible role of cyclooxygenase-2 in the maintenance of normal renal function in volume depleted states.