Epstein-Barr virus-associated hemophagocytic lymphohistiocytosis (EBV-HLH) is a common type of hemophagocytic lymphohistiocytosis (HLH) that exhibits high rates of morbidity and fatalities. Multiorgan failure caused by Epstein-Barr virus (EBV)-induced hypercytokinemia is one of the main reasons for early deaths. Blood purification techniques have been successfully applied in previously treated hypercytokinemia. However, there were insufficient studies to support the combination of plasma exchange (PE) and continuous renal replacement therapy (CRRT) in treating patients with severe EBV-HLH. In this article, we have summarized the effects of early incorporation of PE and CRRT, together with HLH-2004 chemoimmunotherapy, in 8 pediatric patients with severe EBV-HLH. Early use of PE and CRRT appeared to be well tolerated, and no serious side effects and early deaths were observed. After PE and CRRT procedures, cytokine levels were reduced to normal values, except for soluble interleukin 2 receptor, and significant reductions in EBV DNA, serum ferritin, aspartate transaminase, total bilirubin, total bile acid, lactate dehydrogenase, and body temperature values and increases in the neutrophil count in addition to hemoglobin, albumin, and cholinesterase values were observed. Furthermore, through continuous HLH-2004 treatment regimens, lower limits of detection were exhibited for EBV DNA levels, and all other observational indicator levels were restored to normal. Finally, 7 patients achieved and maintained complete remission for 15 to 24 months, culminating in August 2019. Therefore, it is our suggestion that early incorporation of PE and CRRT with chemoimmunotherapy might be a safe and effective treatment for patients with severe EBV-HLH.