Continuous renal replacement therapy (CRRT) has emerged as the preferred dialysis modality for critically ill patients with acute kidney injury, particularly those with hemodynamic instability. Anticoagulation is necessary for effective delivery of CRRT, but this requirement can also present challenges, as many critically ill patients with sepsis and inflammation already have a higher risk of bleeding as well as clotting. Without anticoagulation, CRRT filter and circuit survival are diminished, and therapy becomes less helpful. Heparins are presently the most commonly used anticoagulants worldwide for CRRT. They are widely available and can be easily monitored, but disadvantages include risks of hemorrhage, heparin resistance, and heparin-induced thrombocytopenia (HIT). Because of the potential side effects of heparin, alternative methods of anticoagulation have been investigated, including regional heparin/protamine, low molecular weight heparins, heparinoids, thrombin antagonists (hirudin and argatroban), regional citrate, and platelet inhibiting agents (prostacyclin and nafamostat). Each of these techniques has unique advantages and disadvantages, and anticoagulation for CRRT should be adapted to the patient's characteristics and institution's experience. Of the alternative methods, citrate anticoagulation is gaining wider acceptance with the development of simplified and safer protocols.