Direct hemoperfusion using a polymyxin B-immobilized fiber column (PMX; Toray Industries Inc., Tokyo, Japan) was first developed in 1994 and has since been used for the treatment of septic shock. Positive clinical data, such as an increase in systolic blood pressure (SBP) and an improved Pao2/Fio2 ratio, have also been reported. We treated 27 septic shock patients using DHP-PMX. The patients were separated into two groups for analysis: those whose Pao2/Fio2 ratio increased after DHP-PMX (9 cases) and those whose Pao2/Fio2 ratio did not increase after DHP-PMX (18 cases). The patients were also separated into two other groups for analysis: those whose SBP increased by more than 30 mm Hg immediately after DHP-PMX (15 cases) and those whose SBP did not increase by more than 30 mm Hg after DHP-PMX (12 cases). The Pao2/Fio2 ratio increased significantly after DHP-PMX in the groups showing improved 2AG and PAI-1 levels (p = 0.0040). The SBP increased significantly in the group showing improved HMGB-1 levels (p < 0.0001). We observed a relationship between hemodynamic improvement and increase of the serum HMGB-1 levels and between improvement of respiratory functions and increase of the serum 2-AG and PAI-1 levels in septic shock patients treated with DHP-PMX.