The evaluation of clinical-nutrition status is essential to increase life quality and improve clinical outcomes of patients in hemodialysis (HD). In the absence of a gold standard, the goal of this integrative review was to present and discuss the latest scientific literature on the ability of clinical-nutritional indicators and inflammatory and oxidative stress markers to predict morbidity and mortality in HD. In this context, the lean and fat mass indexes have become good predictors of mortality in HD individuals, regardless of BMI. Subjective scoring systems have been more sensitive to malnutrition, and altogether anthropometric indicators may result in an early detection of mortality risk in this population. On the other hand, inflammation in HD, as assessed by C-reactive protein, is not only related to cardiometabolic alterations, but it is also one of the key-points in the development of malnutrition, exacerbated by the state of oxidative stress, which has been identified in this group by the increase of the serum levels of gamma-glutamyl transferase and malondialdehyde.