We performed this study to identify predictors of mortality in critically ill patients treated with continuous venovenous hemodiafiltration (CVVHDF) for acute renal failure in an intensive care setting. It was an uncontrolled, observational study that took place in a general intensive care unit in a university hospital. Forty-one patients undergoing CVVHDF for acute renal failure in a consecutive sample of 1,018 ICU treatments were studied. The underlying disease included 25 postsurgical cases and 16 medical cases. Between survivors (n = 23) and nonsurvivors (n = 18), the following factors were assessed: demographic data; the number and type of failed organs; Acute Physiology and Chronic Health Evaluation (APACHE) II scores; urine production; pH; base excess; serum creatinine levels; bilirubin levels; lactate levels; platelet counts; and hemodynamic variables, including cardiac index and central venous pressure. On univariate analyses, the number of failed organs (p < 0.01), presence of hepatic failure (p < 0.01), APACHE II scores (p < 0.01), pH (p < 0.01), base excess (p < 0.001), average urinary production before the initiation of CVVHDF (p < 0.05), and serum bilirubin (p < 0.01) and lactate levels (p < 0.001) were significantly different. Multiple regression analysis identified serum bilirubin (p < 0.01) and lactate levels (p < 0.01) as the predictors of hospital mortality. Presence of hepatic failure was also predictive of hospital mortality (p < 0.01) in the analysis of the type of organ failure. The cut-off value set at bilirubin levels > 10 mg/dl or arterial lactate levels > 3.5 mmol/L provided 83.3% sensitivity and 90.9% specificity in the prediction of hospital death. The crucial factors in predicting outcome of critically ill patients undergoing CVVHDF for renal failure are elevated serum bilirubin and lactate levels at the onset of CVVHDF. Presence of hepatic failure, defined as both jaundice and coagulopathy, may also worsen outcome of critically ill patients undergoing CVVHDF for renal failure. The cut-off value set at bilirubin levels > 10 mg/dl or arterial lactate levels > 3.5 mmol/L may serve as beneficial predictors of hospital mortality.