Background/Objectives: Fluid overload is an important risk factor for protein-energy wasting, which could lead to poor outcomes, such as higher morbidity and mortality, in patients with chronic kidney disease (CKD). This study aimed to validate the possible myokine as a biomarker of volume status in patients with non-dialysis CKD. Methods: In total, 151 patients with CKD were enrolled from a single medical center. Demographic data were collected via medical record review. Bioimpedance analysis was performed to measure body composition, and physical performance was assessed by measuring hand grip strength. Results: The physical performance of hand grip strength (21.9 ± 8.7 vs. 19.0 ± 10.1 kg, p = 0.233) and walking speed (1.05 ± 0.29 vs. 0.86 ± 0.52 m/s, p = 0.192) was higher in the low extracellular water/total body water (ECW/TBW) ratio group. Although higher, the median value of the brain-derived neurotrophic factor (BDNF) was not significant in the low ECW/TBW ratio group. Despite that, it had significant negative correlations with the ECW/TBW ratio in Pearson’s correlation analyses (r = −0.329, p < 0.001; r = −0.287, p < 0.001; and r = −0.238, p = 0.003). Linear regression analysis showed that the BDNF level had a significant negative relationship with the ECW/TBW ratio and significant associations even after multivariate analysis. Conclusions: Among myokines, BDNF had a significant negative relationship with the ECW/TBW ratio, suggesting that BDNF could be a possible biomarker for volume status in patients with non-dialysis CKD.