Because of a severe dysregulation of the host response to infection, septic shock may induce a profound imbalance between oxygen consumption and delivery, which in some cases may be refractory to conventional support measures. In this setting, extracorporeal membrane oxygenation (ECMO) may help to restore this ratio. Indeed, in neonates and children, this technique is already established as a valid salvage therapy. In spite of the rapid growth in the use of ECMO in recent years, the evidence of its benefits in adult patients is weak, particularly in cases of refractory septic shock. Nevertheless, several case series have reported good outcomes in selected cases with specific management. Here we explore the links between sepsis and ECMO, starting with the basic biology underlying the two entities. We then review the published literature on the use of extracorporeal support in adult patients with septic shock and finally conclude with a review of the key points of management that can optimize the results after this critical situation.