The different methods for anticoagulation of the extracorporeal circuit for renal replacement therapy (RRT) vary in safety profile, bleeding being the most important side effect. Avoiding severe bleeding is a key aim of RRT prescription. The present paper is a clinical review comparing regional anticoagulation with citrate to heparin for continuous RRT, and different anticoagulant strategies for prolonged intermittent therapies. Regional anticoagulation with citrate or the use of prostacyclins provide high safety because they do not increase the patient's risk of bleeding. The use of citrate may additionally increase biocompatibility. However, both confer other risks when used without understanding and therefore require carefully designed protocols for bedside use with guidelines for early detection and management of complications. If so, the use of citrate may improve patient and kidney survival. Further studies are needed to confirm and explain this benefit.