Sepsis is a leading cause of disability and mortality worldwide. The pathophysiology of sepsis relies on the maladaptive host response to pathogens that fosters unbalanced organ crosstalk and induces multi-organ dysfunction, whose severity was directly associated with mortality. In septic patients, etiologic interventions aiming to reduce the pathogen load via appropriate antimicrobial therapy and the effective control of the source infection were demonstrated to improve clinical outcomes. Nonetheless, extracorporeal organ support represents a complementary intervention that may play a role in mitigating life-threatening complications caused by sepsis-associated multi-organ dysfunction. In this setting, an increasing amount of research raised concerns about the risk of suboptimal antimicrobial exposure in critically ill patients with sepsis, which may be worsened by the concomitant delivery of extracorporeal organ support. Accordingly, several strategies have been implemented to overcome this issue. In this narrative review, we discussed the pharmacokinetic features of antimicrobials and mechanisms that may favor drug removal during renal replacement therapy, coupled plasma filtration and absorption, therapeutic plasma exchange, hemoperfusion, extracorporeal CO2 removal and extracorporeal membrane oxygenation. We also provided an overview of evidence-based strategies that may help the physician to safely prescribe effective antimicrobial doses in critically ill patients with sepsis-associated multi-organ dysfunction who receive extracorporeal organ support.