Objective To investigate the clinical efficacy of continuous blood purification (CBP) in the treatment of severe sepsis in children and its effect on cellular immune function. Methods 40 children with severe sepsis who were admitted to a hospital from January 2016 to January 2017 were randomly divided into control group and trial group, 20 cases in each group, control group was given routine treatment, trial group was given CBP treatment on the basis of routine treatment. Inflammatory markers, immune markers, and prognosis were compared between two groups before and after treatment. Results There were no significant differences in inflammatory markers (IL-6, IL-10, TNF-a, CRP, PCT, WBC) and immune markers (CD3⁺, CD4⁺, CD4⁺/CD8⁺) between trial group and control group before treatment (all P>0.05). Inflammatory markers of trial group were all lower than control group after treatment; inflammatory markers of trial group and control group after treatment were all lower than those before treatment; differences were all statistically significant (all P<0.05). Immune markers of trial group were all higher than control group after treatment; immune markers of trial group and control group after treatment were all higher than those before treatment; differences were all statistically significant (all P<0.05). The pediatric critical illness score(PCIS score) of trial group was higher than control group; length of ICU stay and duration of mechanical ventilation of trial group were both shorter than control group; the 28-day survival rate of trial group was higher than control group (95% vs 65%); complication rate of trial group was lower than control group (10% vs 45%); difference were all statistically significant (all P<0.05). Conclusion CBP can effectively improve inflammatory response, enhance suppressed cellular immune function, alleviate the severity of disease, and improve prognosis of children with severe sepsis.