<b><i>Introduction:</i></b> Immunomodulatory therapies have shown beneficial effects in patients with severe COVID-19. Patients with hypercytokinemia might benefit from the removal of inflammatory mediators via hemadsorption. <b><i>Methods:</i></b> Single-center prospective randomized trial at the University Medical Center Hamburg-Eppendorf (Germany). Patients with confirmed COVID-19, refractory shock (norepinephrine ≥0.2 µg/kg/min to maintain a mean arterial pressure ≥65 mm Hg), interleukin-6 (IL-6) ≥500 ng/L, and an indication for renal replacement therapy or extracorporeal membrane oxygenation were included. Patients received either hemadsorption therapy (HT) or standard medical therapy (SMT). For HT, a CytoSorb® adsorber was used for up to 5 days and was replaced every 18–24 h. The primary endpoint was sustained hemodynamic improvement (norepinephrine ≤0.05 µg/kg/min ≥24 h). <b><i>Results:</i></b> Of 242 screened patients, 24 were randomized and assigned to either HT (<i>N</i> = 12) or SMT (<i>N</i> = 12). Both groups had similar severity as assessed by SAPS II (median 75 points HT group vs. 79 SMT group, <i>p</i> = 0.590) and SOFA (17 vs. 16, <i>p</i> = 0.551). Median IL-6 levels were 2,269 (IQR 948–3,679) and 3,747 (1,301–5,415) ng/L in the HT and SMT groups at baseline, respectively (<i>p</i> = 0.378). Shock resolution (primary endpoint) was reached in 33% (4/12) versus 17% (2/12) in the HT and SMT groups, respectively (<i>p</i> = 0.640). Twenty-eight-day mortality was 58% (7/12) in the HT compared to 67% (8/12) in the SMT group (<i>p</i> = 1.0). During the treatment period of 5 days, 6/12 (50%) of the SMT patients died, in contrast to 1/12 (8%) in the HT group. <b><i>Conclusion:</i></b> HT was associated with a non-significant trend toward clinical improvement within the intervention period. In selected patients, HT might be an option for stabilization before transfer and further therapeutic decisions. This finding warrants further investigation in larger trials.