Objective: To investigate the risk factors for the prognosis of patients with sepsis and acute kidney injury (AKI) treated by continuous blood purification (CBP). Methods: The clinical data of 80 patients with sepsis and AKI treated with CBP were retrospectively analyzed. The prognosis of the patients 28 d after the treatment was recorded. Twenty-nine patients who died were included into a poor prognosis group, and 51 patients who survived were included into a good prognosis group. The baseline clinical data of the two groups were collected and compared. Multivariate logistic regression analysis was used to determine the risk factors affecting the prognosis. Results: Univariate analysis showed that there were significant differences in age, diabetes mellitus, AKI stage, C-reactive protein (CRP), sequential organ failure assessment (SOFA) score, Acute Physiology and Chronic Health Evaluation II (APACHE II) score, mechanical ventilation, septic shock, intensive care unit (ICU) stay between the two groups (P<0.05); logistic regression analysis showed that AKI stage III, septic shock and APACHE II score ≥20 were independent risk factors for poor prognosis of patients with sepsis and AKI treated with CBP (P<0.05). Conclusion: AKI stage, high APACHE II score, and septic shock are independent risk factors for poor prognosis of sepsis patients with AKI treated with CBP.