Objective To construct a prognostic prediction model for malignant tumor patients with sepsis-induced acute kidney injury (AKI) treated with continuous renal replacement therapy (CRRT) based on coagulation and inflammatory indicators. Methods Seventy-nine malignant tumor patients with sepsis-induced AKI treated with CRRT in our hospital from Jan. 2020 to Dec. 2021 were enrolled. They were divided into death group (n＝20) and survival group (n＝59) based on their prognosis within 28 d after CRRT. The baseline data and levels of coagulation and inflammation indicators were compared between the 2 groups before, 6 h and 12 h after CRRT, and variables with significant differences were included in the logistic regression analysis to identify risk factors that affect the prognosis of malignant tumor patients with sepsis-induced AKI. Results Compared with pre-treatment, the levels of platelet, D-dimer, fibrinogen, white blood cell, neutrophil ratio, C reactive protein (CRP), procalcitonin (PCT), interleukin (IL)-6 and IL-8 were significantly decreased at 6 h and 12 h after CRRT, while the prothrombin time, activated partial thromboplastin time and international normalized ratio were significantly increased (all P＜0.05). Diabetes mellitus, hypertension, metastasis and levels of platelet, D-dimer, CRP and PCT at 12 h after CRRT were independent risk factors for the death of malignant tumor patients with sepsis-induced AKI within 28 d (all P＜0.05). Logistic regression indicated that the prognosis prediction formula could be expressed by Y-union＝D-dimer＋2.134×platelet＋ 3.451×CRP＋4.160×PCT, and the threshold value＞293.124 indicated a higher risk of death within 28 d. Conclusion Levels of D-dimer, platelet, CRP and PCT in malignant tumor patients with sepsis-induced AKI at 12 h after CRRT can be used to predict the prognosis within 28 d.