Continuous renal replacement therapy (CRRT) is commonly used in critically ill patients with acute kidney injury. Many studies show that compared with intermittent hemodialysis, continuous therapy has superior hemodynamic stability, metabolic clearance, and volume control. Despite these benefits, no survival advantage can be demonstrated with its use. Although study design explains much of this paradox, it is also quite plausible that the complications associated with CRRT negate its potential benefits in the critically ill patient. We summarize the common complications associated with the use of CRRT.