High-volume hemofiltration has been suggested as an adjuvant treatment of septic shock (renal support and immunomodulation of the host response via the removal of middle molecular weight molecules such as cytokines). Nevertheless, high-volume hemofiltration presents some important drawbacks, such as the depletion of low molecular weight molecules (nutriments, vitamins, trace elements and antibiotics) due to the high ultrafiltration rate, or the significant financial cost and nursing workload. We describe cascade hemofiltration, a new high-volume hemofiltration system, which has been developed to limit these drawbacks by using a special extracorporeal circuit. Results of the first experimental study using this prototype are also reported. They demonstrate the technical feasibility, security and safety of the cascade system although other experimental and clinical studies are needed to continue evaluating this system.