Performance evaluation of new dialysis membranes is primarily performed in vitro, which can lead to differences in clinical results. Currently, data on dialysis membrane performance and safety are available only for haemodialysis patients. Herein, we aimed to establish an in vivo animal model of dialysis that could be extrapolated to humans. We created a bilateral nephrectomy pig model of renal failure, which placed a double-lumen catheter with the hub exposed dorsally. Haemodialysis was performed in the same manner as in humans, during which clinically relevant physiologic data were evaluated. Next, to evaluate the utility of this model, the biocompatibility of two kinds of membranes coated with or without vitamin E used in haemodiafiltration therapy were compared. Haemodialysis treatment was successfully performed in nephrectomized pigs under the same dialysis conditions (4 h per session, every other day, for 2 weeks). In accordance with human clinical data, regular dialysis alleviated renal failure in pigs. The vitamin E-coated membrane showed a significant reduction rate of advanced oxidation protein products during dialysis than non-coated membrane. In conclusion, this model mimics the pathophysiology and dialysis condition of patients undergoing haemodialysis. This dialysis treatment model of renal failure will be useful for evaluating the performance and safety of dialysis membranes.