Introduction: Acute kidney injury (AKI) occurs in more than 50% of critically ill patients, 23% need renal replacement therapy. The aim of our study is to identify early mortality risk factors at the beginning of continuous renal replacement therapy (CRRT) for AKI. Methods: A cohort study was performed in adult patients with AKI who required CRRT in the intensive care unit of a university hospital. We did a bivariate and multivariate analysis for early death, defined as death within 24 h of onset of CRRT. Results: 214 AKI patient required CRRT, The mean age was 61.5 years (± 15.47), 57.73% men. The most frequent cause of AKI was sepsis in 30.9% of cases. A total of 774 CRRT days were conducted with a median of 3 days per patient (1–19). Mean Charlson comorbidity index was 5.22 (± 2.85), APACHE II score 29.65 (± 6.66), total non-renal SOFA had a median of 11 (range 6–18) at the time of starting therapy. The hospital mortality was 68.4% and early mortality was 19.07%. In multivariate analysis for early death: lactate levels (p = 0.007), glucose (p = 0.01) and age (p = 0.02) were independent risk factors with AUC of 0.73. Conclusions: Patients with AKI on CRRT have high mortality. Age, Low glucose and high lactate at onset of CRRT are independent risk factors of early death. We need an external validation.