Renal replacement therapy (RRT) is increasingly used in intensive care as acute renal failure (ARF) is a common and constantly increasing complication in this setting. Different forms of RRT such as intermittent hemodialysis, continuous hemofiltration, or hybrid forms, which combine advantages of both, are available and will be discussed in this article. As a general survival benefit for neither method has been demonstrated, it is the task of the nephrologist or intensivist to choose the RRT strategy that is most advantageous for each individual patient. The choice of RRT might depend not only on the underlying disease, the time course of the disease, the etiology of ARF, the actual clinical status of the patient but also on the resources available and the cost of therapy. An adequate dose of RRT seems to result in improved survival in patients with ARF. However, clear guidelines on the dose of RRT and the timing of initiation are still lacking. Moreover, it will be discussed whether patients with sepsis and septic shock benefit from early RRT initiation, the use of increased RRT doses, and increased removal of inflammatory mediators by RRT.