Patients with acquired immune deficiency syndrome (AIDS) are susceptible to numerous complications, such as sepsis and acute kidney injury (AKI), leading to adverse outcomes. Continuous renal replacement therapy (CRRT) is becoming increasingly popular for treating sepsis and AKI. This study aimed to verify the effectiveness of CRRT in the treatment of patients with AIDS with sepsis and AKI to provide new directions for the treatment of severe AIDS. Data of 74 people with AIDS, sepsis, and AKI were collected. The patients were divided into CRRT and non-CRRT groups. There was no difference in the indicators between the two groups at admission. Vital signs, pH, serum potassium level, renal function, blood lactate level, acute physiology and chronic health evaluation II score, and sequential organ failure assessment score in the CRRT group demonstrated significant improvements over those in the non-CRRT group at both 24 and 72 h after admission (P < 0.05). The levels of interleukin 6 and procalcitonin declined more significantly in the CRRT group at 72 h after admission (P < 0.05). The CRRT group had a higher 28-day survival rate than the non-CRRT group (P < 0.05). CRRT improves the clinical indicators and increases the short-term survival rate of patients with AIDS, sepsis, and AKI.