This manuscript investigates the role of extracorporeal blood purification techniques in managing septic hyperinflammation, a critical aspect of sepsis characterized by an uncontrolled immune response leading to multiorgan dysfunction. We provide an overview of sepsis, focusing on the dynamics of immune response, the involvement of neutrophils, and the role of the endothelium in the disease's progression. It evaluates the effectiveness of various blood purification methods, including high-cut-off membranes, high-volume hemofiltration, adsorption techniques, and albumin dialysis, in removing cytokines and endotoxin and improving hemodynamic stability. Despite some very promising results, we conclude that the current evidence does not strongly support these techniques in significantly improving survival rates in septic patients, clearly underlining the need for further research.