Background: Therapeutic plasma exchange (TPE) has been recommended by guidelines for the treatment of anti-neutrophil cytoplasmic antibodies-associated vasculitis (AAV) with severe kidney dysfunction. In recent years, some researchers have proposed that double-filtration plasmapheresis (DFPP) can also be used effectively in the treatment of these patients, but the difference between the 2 modalities of plasmapheresis is not clear. Methods: In this retrospective cohort study of AAV patients with serum creatinine ≥500 μmol/L from March 2013 to July 2018 who received TPE or DFPP treatment, we compared TPE and DFPP in terms of the changes of clinical parameters before and after plasmapheresis, the rates of adverse events during plasmapheresis, and kidney and patient survival during follow-up. Results: Forty-two AAV patients with kidney injury were included in this study. Twenty patients were treated with TPE and 22 patients were treated with DFPP. All patients were followed up for a median of 22 months. In each group, there were 10 deaths, and 6 patients developed end-stage kidney disease (ESKD). There were no significant differences between TPE and DFPP in terms of the changes of renal function or other laboratory results after treatment. During the plasmapheresis treatment, there was no significant difference in the rate of adverse events (p = 0.67). During the follow-up, there was no difference between the groups regarding the level of serum creatinine for patients with kidney recovery. The hazard ratio (HR) for TPE compared to DFPP for the outcome of ESKD was 0.92 (95% CI 0.45–1.9; p = 0.79) and the HR for death was 1.11 (95% CI 0.45–2.76; p = 0.82). Conclusion: There were no differences in short-term effectiveness, safety, or long-term outcomes between the 2 modalities of plasmapheresis. Our study suggests that DFPP may be a choice of plasmapheresis for AAV patients with severe kidney injury especially in countries and regions with limited blood resources.