Background: Haemodiafiltration (HDF) is the preferred dialysis modality in many countries. The aim of the study was to compare the survival of incident patients on high-volume HDF (HV-HDF) with high-flux haemodialysis (HD) in a large-scale European dialysis population. Methods: The study population was extracted from 47,979 patients in 369 NephroCare centres throughout 12 countries. Baseline was six months after dialysis initiation; maximum follow-up was 5 years. Patients were either on HV-HDF (defined as with ≥21 litres substitution fluid volume per session) or on HD if on that treatment for ≥75% of the 3 months before baseline. The main predictor was treatment modality. Other parameters included country, age, gender, BMI, haemoglobin, albumin and Charlson comorbidity index. Propensity score matching and Inverse Probability of Censoring Weighting (IPCW) were applied to reduce bias by indication and consider modality crossover, respectively. Results: After propensity score matching, 1,590 incident patients remained. Kaplan-Meier and proportional Cox regression analyses revealed no significant survival advantage of HV-HDF. Results were biased by modality crossover: during the 5-year study period, 7% of HV-HDF patients switched to HD, and 55% of HD patients switched to HV-HDF. IPCW uncovered a statistically significant survival advantage of HV-HDF (OR 0.501; CI 0.366-0.684; p < 0.001). A higher benefit of HV-HDF for some subgroups was revealed, for example, non-diabetics, patients 65-74 years, patients with obesity or high blood pressure. Conclusions: This large-scale study supports the generalizability of previous RCT findings regarding the survival benefit of HV-HDF. Sub-group analysis showed that some sub-cohorts appear to benefit more from HV-HDF than others.