Hemodialysis (HD) is a filtration vital process through which the bloods' toxins and contaminations are removed. However, several immune system activations occur during dialysis, which can result in morbidity and mortality. The efficiency of the currently available blood purification process is hindered, on one hand, by the deficient toxins and middle molecule removal, and on the other hand, with the loss of valuable blood components (such as plasma and its constituents). This chapter offers an overview of the challenges and advances in HD membranes. It includes an introduction of the end stage renal disease, concepts of dialysis, its historical background, and the path through which the configurations and materials evolved. The interactions between membrane polymeric materials with human blood is also discussed. The aspect of material modification is one of the critical areas in HD technology as it targets to solve the most immediate and prevalent HD issue of membrane bioincompatibility. High flux dialysis (HFD) and hemofiltration (HF) are introduced and discussed. This class of membranes was introduced to solve middle molecule (such as β2-microglobulin) related challenges. This chapter highlights the question of why the issue of incompatible materials still exists along with current membrane modifications.