Patients with severe thermal injury require urgent specialized care in burn units. These units assure good coordination of a bundle of care including fluid resuscitation, nutritional support, respiratory care, surgical care and wound care, infection prevention, and rehabilitation. When severely injured, burn patients present a systemic inflammatory response syndrome, associated with a dysregulated immune homeostasis. This complex host response exposes patients to prolonged hospitalization with suppressed immune function, increased susceptibility to secondary infections, longer organ support, and increased mortality. To date, several strategies, such as hemoperfusion techniques, have been developed to mitigate immune activation. We propose herein a review of the immune response to burn injury and the rationale and potential applications of extracorporeal blood purification techniques such as hemoperfusion for burn patients' management.