Objective: To investigate the clinical influence of early initiation of continuous veno-venous hemofiltration (CVVH) on hemodynamic stability and inflammatory factors in patients with severe pneumonia complicated with septic shock in intensive care unit (ICU). Methods: A total of 68 ICU patients with severe pneumonia complicated with septic shock admitted to the hospital were selected as research subjects. According to the random number table method, they were divided into observation group and control group, with 34 cases in each group. The control group was given routine clinical treatment. On the basis of standard treatment, the observation group started CVVH treatment within 24 hours after diagnosis. The changes of hemodynamic indexes [heart rate (HR), mean arterial pressure (MAP), central venous pressure (CVP)], serum inflammatory factors [C-reactive protein (CRP), tumor necrosis factor-α (TNF-α), interleukin-6 (IL-6), procalcitonin (PCT)] and clinical symptoms [acute physiology and chronic health evaluation (APACHE II), sequential organ failure assessment (SOFA)] before treatment and after 3 days of treatment and mortality within 28 days after treatment were compared between the two groups. Results: After 3 days of treatment, HR in both groups was decreased significantly (P<0.05) while MAP and CVP were increased significantly (P<0.05), and there were significant differences between the two groups after treatment (P<0.05). The levels of serum CRP, TNF-α, IL-6 and PCT, APACHE-II score and SOFA score were significantly decreased (P<0.05), and the levels and scores in observation group were significantly lower than those in control group (P<0.05). At 28 days of follow-up after treatment, 6 cases died in observation group, accounting for 17.65%, and 14 cases died in control group, accounting for 41.18% (χ2=4.533, P=0.033). Conclusion: Early initiation of continuous hemofiltration can effectively improve the hemodynamics in ICU patients with severe pneumonia and septic shock, accelerate the symptom improvement, reduce the body’s inflammation and the mortality of patients within 28 days.