End-stage renal disease (ESRD) patients present high incidence of cardiovascular (CV) events, which are the most common causes of death in these patients. The occurrence of CV events appears as a consequence of the high prevalence of traditional and nontraditional CV risk factors. Online-hemodiafiltration (OL-HDF) was introduced as a better alternative to conventional dialysis, as it was proposed to be more biocompatible, to increase dialysis efficacy, to reduce the inflammatory response to treatment and to improve patient's quality of life, contributing to reduce CV and all-cause mortality risk in ESRD. However, data in literature, comparing the effect of OL-HDF with conventional dialysis for clinical CV outcome and all-cause mortality, yielded controversy about those benefits of OL-HFD over standard hemodialysis. A review of the traditional CV risk factors (e.g., arterial hypertension, diabetes mellitus, dyslipidemia, obesity, smoking and advanced age), non-traditional risk factors (e.g., anemia, oxidative stress, hyperphosphatemia, endothelial dysfunction, left ventricular hypertrophy, insulin resistance, high levels of lipoprotein(a) and inflammation) and potential renocardiovascular biomarkers, in the setting of ESRD, is presented. The impact of conventional hemodialysis and OL-HDF on CV risk factors and on the outcome of ESRD patients is also addressed.