Six to 23% of patients with acute kidney injury (AKI) in intensive care units (ICU) require renal support. Continuous renal replacement therapies (CRRT) have become the modality of choice in critical care. Although the aim of CRRT is to restore the water and acid-base balance, together with the removal of uremic and inflammatory toxins related to the loss of renal clearance and multi-organ dysfunction; we recognize as a side effect the unwanted clearance of molecules and substances desired for the recovery of the critically ill patient such as antimicrobials and nutrients. Sepsis is the most frequent cause of AKI in the ICU and, in this context, the appropriate selection of antimicrobial therapy, and at the correct dose, is one of the most important decisions; it is also essential to guarantee the adequate nutritional support in this population. We propose in this review a theoretical and practical approach to address the pharmacological management of antimicrobials and nutritional support in the patient in CRRT.