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The timely recognition of sepsis and the prediction of its clinical course are challenging due to the complex molecular mechanisms leading to organ failure and to the heterogeneity of sepsis patients. Treatment strategies relying on a “one-fits-all” approach have failed to reduce mortality, suggesting that therapeutic targets differ between patient subgroups and highlighting the need for accurate analysis of the molecular cascades to assess the highly variable host response. Here, we characterized a panel of 44 inflammatory mediators, including cytokines, chemokines, damage-associated molecular patterns, and coagulation-related factors, as well as markers of endothelial activation in 30 patients suffering from renal failure in the course of sepsis. All patients received continuous veno-venous hemodialysis with either high cut-off filters or with standard filters, and mediators were quantified for all patients at the initiation of dialysis and after 24 h and 48 h. Mediator concentrations in individual patients ranged widely, demonstrating the heterogeneity of sepsis patients. None of the mediators correlated with SAPS III or TISS scores. The overall in-hospital mortality of the study population was 56.7% (57.1% vs. 56.3% for high cut-off vs. standard filter). The two filter groups differed regarding most of the mediator levels at baseline, prohibiting conclusions regarding the effect of standard filters versus high cut-off filters on mediator depletion. The elevation and correlation of damage-associated molecular patterns and markers of endothelial activation gave evidence of severe tissue damage. In particular, extracellular histones were strongly increased and were almost 30-fold higher in nonsurvivors as compared to survivors, indicating their diagnostic and prognostic potential.