Sepsis is an important cause of acute kidney injury in intensive care unit patients, accounting for 15% to 20% of renal replacement therapy prescriptions. The neutrophil-lymphocyte ratio (NLR), a marker of systemic inflammation and immune response, was previously associated with the mortality rate in multiple conditions. Herein, we aimed to examine how the NLR relates to the mortality rate in septic acute kidney injury patients requiring continuous renal replacement therapy (CRRT). Methods: The NLRs of 6 and 18 were used for dividing NLRs into three groups and, thus, were set higher than those in previous studies accounting for steroid use in sepsis. Cox proportional hazard models were used to calculate hazard ratios of mortality outcomes before and after matching their propensity scores. Results: A total of 798 septic acute kidney injury patients requiring CRRT were classified into three NLR groups (low, <6 [n = 277]; medium, ≥6 and <18 [n = 115], and high, ≥18 [n = 406], respectively). The in-hospital mortality rates per group were 83.4%, 74.8%, and 70.4%, respectively (p < 0.001). Per the univariable Cox survival analysis after propensity score matching, a high NLR was related to approximately 24% reduced mortality. The survival benefit of the high NLR group compared with the other two groups remained consistent across all subgroups, showing any p for interactions of >0.05. Conclusion: A high NLR is associated with better clinical outcomes, such as low mortality, in septic acute kidney injury patients undergoing CRRT.