Our univariable analysis of in-hospital mortality in patients with cancer with refractory septic shock after PMX-DHP showed that early initiation (OR = 0.139; 95% CI = 0.032–0.509; p = 0.005), the difference in CRP level before and after treatment (OR = 0.774; 95% CI = 0.610–0.902; p = 0.008), lactate clearance (OR = 0.990; 95% CI = 0.980–0.997; p = 0.018), the difference in SOFA score (OR = 1.460; 95% CI = 1.197–1.931; p = 0.001), and the difference in VIS (OR = 1.007; 95% CI = 1.002–1.013; p = 0.012) were correlated with in-hospital mortality. The gene discussed is CRP; the disease is cancer.