Sepsis is a common clinical critical illness, which often leads to multiple organ damage including the kidney damage, which is difficult to treat and has a high mortality rate. In recent years, extracorporeal blood purification therapy has made some progress in the field of sepsis. There are a variety of blood purification modes to choose, but there is still no unified standard for the initiation timing of blood purification therapy. Clinicians mainly evaluate the indicators and the initiation timing of blood purification therapy according to the patient’s needs for renal function replacement and/or inflammatory mediator clearance. This article mainly summarizes and discusses the initiation timing of blood purification therapy in sepsis.