Continuous renal replacement therapies (CRRT) are now being used by nephrologists, intensivists, and anesthesiologists. The various CRRT modalities differ in the kind of vascular access, the application of diffusive or convective clearances (or a combination of both), and in the location where the replacement fluid enters the circuit. CRRTs have certainly made the management of critically ill patients with acute renal failure (ARF) combined with cardiovascular instability, severe fluid overload, hypercatabolism, cerebral edema, adult respiratory distress syndrome, lactic acidosis, sepsis or other inflammatory syndromes, crush syndrome, congestive heart failure, and cardiopulmonary bypass easier. Continuous therapies incorporate several advantages including improved hemodynamic stability, optimal fluid balance, gradual urea removal, elimination of septic mediators, and the possibility of unlimited parenteral nutrition. Major difficulties and unsolved problems of CRRT are the ongoing necessity of continuous anticoagulation, considerable loss of amino acids, vitamins, trace elements, potassium, phosphate, and some drugs, as well as immobilization of the patient. The advantages of CRRT should theoretically translate into improved outcomes of critically ill ARF patients, but the superiority of continuous modalities in terms of outcome is still controversial, despite encouraging results in some clinical trials. Currently used CRRT with sophisticated treatment devices has become more expensive than hemodialysis, but the cost cannot be used as an argument against the continuous treatment modalities.