Blood purification as an adjunctive therapy has been studied for several decades. In this review, we will focus on the most recent studies, particularly on adsorption techniques. These include hemofilters with adsorptive membranes, both endotoxin-specific and non-specific. In addition, we will discuss sorbents that target endotoxins, as well as devices that non-selectively capture viruses and bacteria. For each technique, we will also explore the reasons why blood purification methods have thus far failed to improve survival. Conventionally, reasons for the lack of success in blood purification techniques have been attributed to the need for better patient stratification through bedside measurements of interleukins and endotoxins. The choice of assay is also crucial, with endotoxin activity assays being preferable to other forms of limulus amoebocyte lysate assays. Another critical factor is timing, as administering blood purification at the wrong moment can potentially harm the patient. Mechanistic studies are still lacking for most devices, leaving us to treat patients blindly, except in endotoxin cases. In the context of viruses, especially COVID-19, we require a deeper understanding of the complexities involved in viral replication, as this could significantly impact the efficacy of blood purification techniques. The failures highlighted for each device should be viewed as potential areas for improvement. Despite the challenges, we remain hopeful that these techniques will eventually succeed and prove beneficial in the future.