Background Whereas most studies to date have mainly concentrated on the comparison between high‐flux hemodialysis (HFHD) and hemodiafiltration (HDF), or HFHD and low‐flux hemodialysis (LFHD) in relation to the clearance of β2‐microglobulin (β2M) in HD patients, there have been few related to combined HFHD and HDF therapy. To compare the clearance of middle‐sized molecules as measured by β2M in HFHD versus LFHD and HDF. Methods A prospective, single‐center, open‐label, observer‐blinded, randomized controlled trial was conducted at the West China Hospital of Sichuan University in China. Patients received either HFHD or LFHD and HDF 3 times a week with follow‐ups at one and 3 months. The primary endpoint was the clearance of β2M at 3 months. The secondary endpoints included hemodialysis‐related adverse events, changes in anemia, states of nutrition, and inflammatory indices. Results After 3 months of treatment, the HFHD+HDF group achieved a higher satisfaction level than the LFHD+HDF group, with decreased serum β2M concentrations (34.493 ± 7.257 vs. 43.593 ± 9.036 mg/L, p < 0.001) and elevated red blood cell counts (3.959 ± 0.742 vs. 3.602 ± 0.578 × 1012/L, p = 0.015). Compared with baseline, both kinds of treatment led to increases in serum urea (t = −3.623, p = 0.001 vs. t = −4.240, p < 0.001), cholesterol (t = −2.511, p = 0.016 vs. t = −4.472, p < 0.001), and magnesium (t = −2.648, p = 0.011 vs. t = −3.561, p = 0.001). An elevated level of serum albumin (t = −2.683, p = 0.010) was observed only in the HFHD+HDF group. Conclusions Combined therapy with HFHD and HDF has a beneficial effect on improving β2M clearance, red blood cell management, and nutrition status in HD patients.