A large proportion of end-stage renal disease (ESRD) patients under long-term haemodialysis, have persistent anaemia and require high doses of recombinant human erythropoietin (rhEPO). However, the underlying mechanisms of renal anaemia have not been fully elucidated in these patients. In this study, we will be focusing on anaemia and plasma proteins in ESRD patients on high-flux haemodialysis (HF) and on-line haemodiafiltration (HDF), to investigate using two proteomic approaches if patients undergoing these treatments develop differences in their plasma protein composition and how this could be related to their anaemia. The demographic and biochemical data revealed that HDF patients had lower anaemia and much lower rhEPO requirements than HF patients. Regarding their plasma proteomes, HDF patients had increased levels of a protein highly similar to serotransferrin, trypsin-1 and immunoglobulin heavy constant chain alpha-1, and lower levels of alpha-1 antitrypsin, transthyretin, apolipoproteins E and C-III, and haptoglobin-related protein. Lower transthyretin levels in HDF patients were further confirmed by transthyretin-peptide quantification and western blot detection. Since ESRD patients have increased transthyretin, a protein that can aggregate and inhibit transferrin endocytosis and erythropoiesis, our finding that HDF patients have lower transthyretin and lower anaemia suggests that the decrease in transthyretin plasma levels would allow an increase in transferrin endocytosis, contributing to erythropoiesis. Thus, transthyretin could be a critical actor for anaemia in ESRD patients and a novel player for haemodialysis adequacy.