Hypoalbuminemia is a major risk factor for morbidity and mortality in dialysis patients. With increasing interest in highly permeable membranes and convective therapies to improve removal of middle molecules, transmembrane albumin loss increases accordingly. Currently, the acceptable upper limit of albumin loss for extracorporeal renal replacement therapies is unknown. In theory, any additional albumin loss should be minimized because it may contribute to hypoalbuminemia and adversely affect the patient's prognosis. However, hypoalbuminemia-associated mortality may be a consequence of inflammation and malnutrition, rather than low albumin levels per se. The purpose of this review is to give an overview of albumin handling with different extracorporeal renal replacement strategies. We conclude that the acceptable upper limit of dialysis-related albumin loss remains unknown. Whether enhanced middle molecule removal outweighs the potential adverse effects of increased albumin loss with novel highly permeable membranes and convective therapies is yet to be determined.