Acute kidney injury (AKI) requiring continuous renal replacement therapy (CRRT) is a common complication in critical illness and has a significant impact on pharmacokinetic factors determining drug exposure, including absorption, distribution, transport, metabolism, and clearance. In this review, we provide a practical guide to drug dosing considerations in critically ill patients undergoing CRRT, focusing on the most commonly used analgesic, anticonvulsant, and psychotropic medications in the clinical care of critically ill patients. A literature search was conducted to identify articles in which drug dosing was evaluated in adult patients receiving CRRT between the years 1980 and 2020. We included articles with pharmacokinetic/pharmacodynamic analyses and those that described medication clearance via CRRT. A summary of the data focused on practical pharmacokinetic and pharmacodynamic principles is presented, with recommendations for drug dosing of analgesics, anticonvulsants, and psychotropic medications. Pharmacokinetic and pharmacodynamic studies to guide drug dosing of analgesics, anticonvulsants, and psychotropic medications in critically ill patients receiving CRRT are sparse. Considering the widespread use of these medications, narrow therapeutic index of these drug classes, and risks of over- and underdosing, additional studies in patients receiving CRRT are needed to inform drug dosing.