Purpose: This study was aimed at evaluating the efficacy and safety of regional citrate anticoagulation (RCA) versus no-anticoagulation continuous venovenous hemofiltration (CVVH) in acute severe hypernatremia patients with increased bleeding risk. Materials and Methods: Acute severe hypernatremia patients with high bleeding risk who underwent CVVH in our center between January 2011 and October 2017 were considered as candidates. Patients who were <18 years old, with hypovolemic hypernatremia, and had systemic anticoagulation were excluded. The included patients were divided into RCA and no-anticoagulation groups according to their anticoagulation strategy during CVVH and matched by age, sequential organ failure assessment scores, and vasopressor dependency. Results: Of the 64 included patients, no-anticoagulation and RCA were employed for CVVH in 23 and 41 patients, respectively. The serum sodium reduction rate (RRSeNa) was not significantly different between the no-anticoagulation and RCA groups (p = 0.729). Compared to no-anticoagulation, RCA significantly prolonged the circuit survival time (15 h [4.1–23.9] vs. 51 h [21.3–80.7], p = 0.001). The incidence of filter failure was 65.2% (15/23) in the no-anticoagulation group and 2.4% (1/41) in the RCA group (p < 0.001), respectively. In the matched cohort, the RRSeNas were not different between the 2 groups (p = 0.569), and the filter lifespan was significantly longer in the RCA group as well (p < 0.001). Conclusion: RCA might be safe and effective for acute severe hypernatremia patients who underwent CVVH treatment. Further prospective, randomized, control trials are warranted to obtain robust evidences.