Intensive care accounts for at least 25% of health care costs. One third of this goes to 10% of patients who, in general, have combined respiratory and renal failure. The cost of renal replacement therapy is, therefore, of major importance. Continuous renal replacement therapy (CRRT) has many potential advantages over intermittent hemodialysis (IHD). These include better nutritional support, better volume maintenance, reduction of extravascular lung water, and potential clearance of inflammatory mediators. To date, noncomparative trials have suggested a trend toward decreased mortality. Randomized trials have suggested a CRRT mortality and morbidity benefit, but only when comparing long-term renal recovery. Acute mortality benefit has not been clearly established and, as such, cost comparison is of increased interest. Cost comparison trials are complicated, but some recent studies have led to the conclusion that costs are comparable. Others have concluded that CRRT is slightly more expensive. When comparing randomized patients in a recent prospective trial, aggregate costs for renal replacement therapy were comparable. The advantages of better nutrition, better fluid balance, easier management of hemodynamics, and more complete renal recovery, as suggested by this study, should continue to make it valuable. Physician acceptance of CRRT advantages has been established and suggests clinical benefit despite any potential increased cost.