The semipermeable capillary walls not only enable the removal of excess body water and solutes during hemodialysis (HD) but also provide an essential mechanism for maintaining cardiovascular homeostasis. Here, we investigated transcapillary transport processes on the whole-body level using the three-pore model of the capillary endothelium with large, small and ultrasmall pores. The transcapillary transport and cardiovascular response to a 4-h hemodialysis (HD) with 2 L ultrafiltration were analyzed by simulations in a virtual patient using the three-pore model of the capillary wall integrated in the whole-body compartmental model of the cardiovascular system with baroreflex mechanisms. The three-pore model revealed substantial changes during HD in the magnitude and direction of transcapillary water flows through small and ultrasmall pores and associated changes in the transcapillary convective transport of proteins and small solutes. The fraction of total capillary hydraulic conductivity attributed to ultrasmall pores was found to play an important role in the transcapillary water transport during HD thus influencing the cardiovascular response to HD. The presented model provides a novel computational framework for a detailed analysis of microvascular exchange during HD and as such may contribute to a better understanding of dialysis-induced changes in blood volume and blood pressure.