Acute renal failure (ARF) with the concomitant need for renal replacement therapy (RRT) is a common complication of critical care medicine that is still associated with high mortality. Different RRT strategies, like intermittent hemodialysis, continuous venovenous hemofiltration, or hybrid forms that combine the advantages of both techniques, are available and will be discussed in this article. Since a general survival benefit has not been demonstrated for either method, it is the task of the nephrologist or intensivist to choose the RRT strategy that is most advantageous for each individual patient. The underlying disease, its severity and stage, the etiology of ARF, the clinical and hemodynamic status of the patient, the resources available, and the different costs of therapy may all influence the choice of the RRT strategy. ARF, with its risk of uremic complications, represents an independent risk factor for outcome in critically ill patients. In addition, the early initiation of RRT with adequate doses is associated with improved survival. Therefore, the “undertreatment” of ARF should be avoided, and higher RRT doses than those in patients with chronic renal insufficiency, independent of whether convective or diffusive methods are used, are indicated in critically ill patients. However, clear guidelines on the dose of RRT and the timing of initiation are still lacking. In particular, it remains unclear whether hemodynamically unstable patients with septic shock benefit from early RRT initiation and the use of increased RRT doses, and whether RRT can lead to a clinically relevant removal of inflammatory mediators.