The management of anemia of chronic kidney disease (CKD) is often challenging. In particular, for patients with underlying inflammation, comorbid type 2 diabetes or cancer, those hospitalized, and recipients of a kidney transplant, the management of anemia may be suboptimal. Responsiveness to iron and/or erythropoiesis-stimulating agents, the mainstay of current therapy, may be reduced and the risk of adverse reactions to treatment is increased in these difficult-to-manage patients with anemia of CKD. This review discusses the unique patient and disease characteristics leading to complications and suboptimal treatment response. New treatment options in clinical development, such as hypoxia-inducible factor-prolyl hydroxylase (HIF-PH) inhibitors, may be particularly useful for difficult-to-treat patients. In clinical studies, HIF-PH inhibitors provided increased hemoglobin levels and improved iron utilization in anemic patients with nondialysis-dependent and dialysis-dependent CKD, and preliminary data suggest that HIF-PH inhibitors may be equally effective in patients with or without underlying inflammation. The availability of new treatment options, including HIF-PH inhibitors, may improve treatment outcomes in difficult-to-manage patients with anemia of CKD.