Despite the technological and pharmacological advancements in the last 30 years, morbidity and mortality of dialysis patients are still astonishingly high. Today, convective treatments, such as high-flux haemodialysis (hf-HD) and haemodiafiltration (HDF), are established techniques; the online production of fresh pure dialysate has provided clinical and economic advantages. Nevertheless, the actual benefits of HDF, even with high-convective-volume treatments, are still debatable. Three recent, randomized controlled trials compared survival outcomes in prevalent patients receiving conventional HD or post-dilution HDF and reported conflicting results. The meta-analyses of the published trials were ultimately incapable of providing a clear and definitive answer on the possible beneficial effects of choosing one treatment over the other. All-cause mortality, anaemia, phosphate control and clearance of small molecules seemed to be unaffected by the treatment modality. On the other hand, cardiovascular mortality, intradialytic vascular stability and the clearance of protein-bound molecules fared better in patients treated with HDF. These results were not consistent between the studies. Thus, there is still no conclusive answer to the question that nephrologists would like to have answered: 'Which is the best treatment for my patient?' In the age of evidence-based medicine, we need strong data to support the superiority of a treatment in comparison with another, although theoretically plausible. There is the need for a well-designed clinical trial comparing outcomes for patients randomly assigned to high- or moderate-convection-volume HDF versus hf-HD to clearly prove the clinical superiority of HDF, including the effect of different infusion volumes.