Continuous veno-venous hemodialysis using high cutoff filters (HCO-CVVHD) is a promising technique, which may be effective to decrease the extremely high level of circulating myoglobin in patients with rhabdomyolysis (RM). Here, we report a patient with RM caused by heat stroke who was successfully treated by HCO-CVVHD. A male patient received HCO-CVVHD with 4 L/h dialysate for 5 days and then pre-dilution continuous veno-venous hemofiltration (CVVH) at a dose of 4 L/h until recovery of renal function. The clearance of myoglobin and albumin at 5 minutes, and at 4, 12, and 24 hours were calculated. The serum myoglobin level decreased from a peak of 25,400 ng/mL on admission to 133 ng/mL at discharge. During HCO-CVVHD, the mean clearances of serum myoglobin at four timepoints were 61.3 (range, 61.0–61.6), 52.3 (38.9–65.8), 47.3 (46.8–47.9), and 43.7 (39.5–48.0) mL/min, respectively, and the mean clearances of albumin were 12.4 (range, 11.8–13.1), 3.1 (2.5–3.8), 1.2 (1.0–1.4), and 0.8 (0.6–1.0) mL/min, respectively. During CVVH, the clearance rates of myoglobin at 5 minutes and 24 hours were 17.0 and 3.8 mL/min, respectively, with a negligible clearance of albumin. HCO-CVVHD can effectively decrease serum myoglobin in patients with RM because of much higher clearance of myoglobin than CVVH. However, attention should be paid to albumin loss during HCO-CVVHD.