To compare the effects of citrate and heparin anticoagulation on coagulation function and efficacy in children with septic shock undergoing continuous blood purification (CBP), and to provide guidance for CBP anticoagulation in children with septic shock. A case control study was conducted. Thirty-seven children with septic shock admitted to the pediatric intensive care unit (PICU) of the First Affiliated Hospital of Gannan Medical University from July 2019 to September 2022 were enrolled as the research subjects. The patients were divided into citrate local anticoagulation group and heparin systemic anticoagulation group according to different anticoagulation methods. The baseline data, the level of coagulation indicators [prothrombin time (PT), activated partial thromboplastin time (APTT), thrombin time (TT), fibrinogen (Fib), D-dimer] before treatment and 1 day after weaning from CBP, serum inflammatory mediators [interleukin-6 (IL-6), tumor necrosis factor-α (TNF-α), hypersensitivity C-reactive protein (hs-CRP), procalcitonin (PCT)], bleeding complications during CBP and 7-day mortality were collected. A total of 37 cases were enrolled finally, including 17 cases with citric acid local anticoagulation and 20 cases with heparin systemic anticoagulation. There was no statistically significant difference in general data such as gender, age, and body weight of children between the two groups. There were no statistically significant differences in baseline levels of coagulation indicators and inflammatory mediators before treatment of children between the two groups. One day after weaning from CBP, both groups showed varying degrees of improvement in coagulation indicators compared with those before treatment. Compared with before treatment, the PT of the heparin systemic anticoagulation group was significantly shortened after 1 day of weaning (s: 11.82±2.05 vs. 13.64±2.54), APTT and TT were significantly prolonged [APTT (s): 51.54±12.69 vs. 35.53±10.79, TT (s): 21.95±4.74 vs. 19.30±3.33], D-dimer level was significantly reduced (mg/L: 1.92±1.58 vs. 4.94±3.94), with statistically significant differences (all P < 0.05). While in the citrate local anticoagulation group, only APTT was significantly prolonged after treatment compared with that before treatment (s: 49.28±10.32 vs. 34.34±10.32, P < 0.05). There were no statistically significant differences in other coagulation indicators compared with before treatment. Compared with the citric acid local anticoagulation group, the PT of the heparin systemic anticoagulation group was significantly shortened after treatment (s: 11.82±2.05 vs. 13.61±3.05, P < 0.05), and the D-dimer level was significantly reduced (mg/L: 1.92±1.58 vs. 3.77±2.38, P < 0.01). The levels of inflammatory mediators in both groups were significantly reduced 1 day after CBP weaning compared with those before treatment [citric acid local anticoagulation group: hs-CRP (mg/L) was 12.53±5.44 vs. 22.65±7.27, PCT (μg/L) was 1.86±1.20 vs. 3.30±2.34, IL-6 (ng/L) was 148.48±34.83 vs. 202.32±48.62, TNF-α (ng/L) was 21.38±7.71 vs. 55.14±15.07; heparin systemic anticoagulation group: hs-CRP (mg/L) was 11.82±4.93 vs. 21.62±8.35, PCT (μg/L) was 1.90±1.08 vs. 3.18±1.97, IL-6 (ng/L) was 143.81±33.41 vs. 194.02±46.89, TNF-α (ng/L) was 22.44±8.17 vs. 56.17±16.92, all P < 0.05]. However, there was no statistically significant difference between the two groups (all P > 0.05). There was no statistically significant difference in bleeding complication during CBP and 7-day mortality in children between the citrate local anticoagulation group and the heparin systemic anticoagulation group (5.9% vs. 30.0%, 17.6% vs. 20.0%, both P > 0.05). Heparin for systemic anticoagulation and regional citrate anticoagulation can significantly reduce the levels of IL-6, TNF-α, hs-CRP and PCT in children with septic shock, and relieve inflammatory storm. Compared with citric acid local anticoagulation, heparin systemic anticoagulation can shorten the PT and reduce the level of D-dimer in children with septic shock, which may benefit in the prevention and treatment of disseminated intravascular coagulation (DIC).