It seems logical to divide the macrocirculation into systemic and pulmonary circulation, but it is rare in clinical practice to further subdivide microcirculation into systemic and pulmonary microcirculation. Both systemic and pulmonary microcirculations play important roles in the development and progression of critical illness. Therefore, targeting the overall microcirculation status for clinical treatment may overlook the heterogeneity of different critically ill patients. It seems unavoidable to further subdivide the microcirculation, so this review explains the differences in structure, function, blood flow regulation, and other important aspects between systemic and pulmonary microcirculation, systematically presenting the concept of “double microcirculation.” At the same time, to refine the critical care treatment and even improve the prognosis of critically ill patients, we further propose and explain the treatment key points based on “double microcirculation protection.”