Abstract Introduction We conducted a prospective observational study from January 1995 to December 2004 to evaluate the impact on recovery of a major advance in renal replacement therapy, namely continuous veno-venous haemodiafiltration (CVVHDF), in patients with refractory septic shock. Method CVVHDF was implemented after 6–12 hours of maximal haemodynamic support, and base excess monitoring was used to evaluate the improvement achieved. Of the 60 patients studied, 40 had improved metabolic acidosis after 12 hours of CVVHDF, with a progressive improvement in all failing organs; the final mortality rate in this subgroup was 30%. In contrast, metabolic acidosis did not improve in the remaining 20 patients after 12 hours of CVVHDF, and the mortality rate in this subgroup was 100%. The crude mortality rate for the whole group was 53%, which is significantly lower than the predicted mortality using Simplified Acute Physiology Score II (79%). Conclusion Early CVVHDF may improve the prognosis of sepsis-related multiple organ failure. Failure to correct metabolic acidosis rapidly during the procedure was a strong predictor of mortality.