The treatment of sepsis is an ongoing challenge for clinicians; despite the wide choice of effective antibiotics to treat infection, sepsis remains the leading cause of morbidity and mortality for patients admitted to an intensive care unit. Dysregulation of the immune response is now recognized to be a key factor in multiple organ dysfunction, yet our therapy for inflammation remains ineffective. It has been advocated for more than a decade that cytokine reduction in blood compartment could lead to a reduction in mortality in sepsis. Over the years, multiple extracorporeal techniques have evolved, with the intent of influencing the circulating levels of inflammatory mediators like cytokines and chemokines, the complement system, as well as factors of the coagulation system. These include high-volume hemofiltration, use of high cutoff membranes, and systems based on adsorption, such as coupled plasma filtration adsorption and the polymyxin-B column. In addition, new experimental systems that utilize human phagocytic cells and immobilized antibodies for targeted immunomodulation have emerged. In the context of limited resources and growing expansion in the availability of technologies, a better understanding of these therapies is required before they can be properly integrated into standard clinical practice in the hope of influencing major clinical outcomes. In this article, we will provide a concise overview of selected extracorporeal modalities currently in clinical use and briefly introduce some new promising techniques for sepsis.