Continuous renal replacement therapy (CRRT) is the treatment of choice for critically ill patients with hemodynamic instability who require renal replacement therapy. This review summarizes the impact of CRRT treatment on nutritional support in critically ill patients, including: energy increase caused by citrate-based anticoagulants, energy loss caused by glucose-free replacement fluid and dialysate, a large amount of amino acids loss in the effluent, and the influences on the way of lipid emulsion administration, capacity, electrolyte, vitamins, and trace elements. It is hoped that the intensive care unit doctors, nephrologists, and nutritionists can fully cooperate to determine the CRRT prescription and the nutritional support prescription.