Septic shock is one of the leading causes of morbidity and mortality. Endotoxin plays an important role in the pathogenesis of septic shock. Lack of clinical success with anti-endotoxin or anti-cytokine therapies has shifted interest to extracorporeal therapies to reduce circulating levels of various mediators for septic shock patients. Polymyxin B -immobilized polystyrene fiber (PMX-F) is a medical device that aims to remove circulating endotoxin by adsorption. Since 1994, PMX-F column has been available in Japan, and many investigators have reported that PMX-F treatment is safe and effective in patients with septic shock. Pigment epithelium-derived factor (PEDF) is a glycoprotein that belongs to the superfamily of serine protease inhibitors. PEDF induces macrophages apoptosis and necrosis through the activation of peroxisome proliferator-activated receptor-gamma by which PEDF could modulate inflammatory reactions in septic shock. Further, given the fact that PEDF possesses anti-oxidative and anti-inflammatory properties in vivo, serum PEDF level may be a biomarker of septic shock. However, little is known about the relationship between serum level of PEDF and inflammatory biomarkers such as endotoxin and high mobility group box 1 (HMGB1) in septic shock and the effects of PMX-F treatment on these markers. This review aims to provide current knowledge about the pathogenesis of septic shock and the clinical utility of PMX-F treatment. We also discuss here the pathophysiological role of PEDF in this devastating disorder.