Background: Increased thromboembolic events and an increased need for continuous renal replacement therapy (CRRT) have been frequently reported in COVID-19 patients. Our aim was to investigate CRRT filter lifespan in intensive care unit (ICU) COVID-19 patients. Methods: We compared CRRT adjusted circuit lifespan in COVID-19 patients admitted for SARS-CoV-2 infection to a control group of patients admitted for septic shock of pulmonary origin other than COVID-19. Both groups underwent at least one session of CRRT for AKI. Results: Twenty-six patients (13 in each group) were included. We analysed 117 CRRT circuits (80 in the COVID-19 group and 37 in the control group). The adjusted filter lifespan was shorter in the COVID-19 group (17 vs. 39 h, p < 0.001). This trend persisted after adjustment for confounding factors (-14 h, p = 0.037). Before CRRT circuit clotting, the COVID-19 group had a more procoagulant profile despite higher heparin infusion rates. Furthermore, we reported a decreased relation between activated partial thromboplastin time (aPTT) and cumulative heparin dose in COVID-19 patients when compared to historical data of 23,058 patients, suggesting a heparin resistance. Conclusion: COVID-19 patients displayed a shorter CRRT filter lifespan that could be related to a procoagulant profile and heparin resistance.