Background: Residual renal function (RRF) provides several benefits to patients on dialysis. Monocyte chemoattractant protein-1 (MCP-1) plays an important role in atherosclerotic lesions. We considered the relationship between RRF and cardiovascular morbidity and the significant role of MCP-1 serum concentrations in hemodiafiltration (HDF) patients. Methods: We enrolled 76 patients on on-line HDF. RRF was defined by interdialytic urine output, and we studied the patients in two groups according to the preservation or not of urine output. MCP-1 levels were measured using enzyme-linked immunosorbent assay. χ2 tests were applied for the association between RRF and left ventricular hypertrophy (LVH), coronary artery disease (CAD), peripheral artery disease (PAD), and systolic and diastolic cardiac dysfunction. We built an adjusted model using logistic regression analysis for the factors which might impact on the loss of urine output. Results: χ2 tests showed a significant association between the loss of urine output and LVH, diastolic dysfunction, and PAD (χ2 = 7.4, p = 0.007; χ2 = 14.3, p = 0.001; χ2 = 4.2, p = 0.03, respectively), although the association with CAD and systolic dysfunction was found to be nonsignificant. The patients without RRF had significantly higher MCP-1, and the urine volume was inversely associated with MCP-1 (r = -465, p = 0.03). In the built adjusted model, the elevated MCP-1 was found to be a significant predictor for the loss of RRF. Conclusion: The loss of RRF was significantly associated with LVH, diastolic dysfunction, and PAD in HDF patients. The increased MCP-1, affected by the lack of urine, may act as an additional underlying factor on this relationship, reflecting a progressive inflammation/oxidative stress condition.