Introduction: Infections are frequent complications in patients with malignant hematological disease and are associated with high morbidity and mortality. The use of polymyxin B hemoperfusion (PMX-HP) as an additional therapy in hematological patients who develop sepsis or septic shock following chemo- or immunosuppressive therapy is not often described in literature. Case Series: This study included patients with hematological neoplasms (acute myeloblastic or promyelocytic leukemia) who were undergoing chemotherapy (pre- or post-transplant) and developed sepsis or septic shock requiring organ support. The patients received one session of polymyxin B hemoperfusion generally followed by at least 72 hours of continuous renal replacement therapy (CRRT) as renal support. The clinical condition, hemodynamic parameters, and blood chemistry values of the patients were monitored until discharge from the intensive care unit (ICU). Nine patients were included in this study. Of the 9 patients, 6 survived and were discharged from the ICU. In the 6 surviving patients a drastic reduction in procalcitonin (PCT) and C-reactive protein (CRP) were observed after treatment with PMX-HP. No adverse events related to the PMX-HP treatment occurred. Conclusion: Patients with hematological neoplasms complicated with septic shock have a very high mortality. In our experience, polymyxin B hemoperfusion therapy and CRRT in addition to conventional therapy may be a valid strategy to improve outcome in this type of patients.