The activation of the innate and adaptive immune systems by SARS-CoV-2 causes the release of several inflammatory cytokines, including IL-6. The inflammatory hypercytokinemia causes immunopathological changes in the lungs including vascular leakage, and alveolar edema. As a result of these changes in the lungs, hypoxia and acute respiratory distress syndrome occur in patients with COVID-19. Even though there are clinical trials on the development of therapeutics and vaccines, there are currently no licensed vaccines or therapeutics for COVID-19. Pharmacological approaches have shown poor results in sepsis-like syndromes caused by the hypercytokinemia. Suppressing the cytokine storm is an important way to prevent the organ damage in patients with COVID-19. Extracorporeal blood purification could be proposed as an adjunctive therapy for sepsis, aiming to control the associated dysregulation of the immune system, which is known to protect organ functions. Several extracorporeal blood purification therapies are now available, and most of them target endotoxins and/or the cytokines and aim improving the immune response. For this purpose, plasmapheresis and immunoadsorption may be an important adjunctive treatment option to manage the complications caused by cytokine storm in critically ill patients with COVID-19.