This review aims to highlight the strengths and weaknesses emerging from diagnostic evaluations and prescriptions in an intent to prevent progression over time of malnutrition and/or protein-energy wasting (PEW) in hemodialysis (HD) patients. In particular, indications of the most effective pathway to follow in diagnosing a state of malnutrition are provided based on a range of appropriate chemical-clinical, anthropometric and instrumental analyses and monitoring of the nutritional status of HD patients. Finally, based on the findings of recent studies, therapeutic options to be adopted for the purpose of preventing or slowing down malnutrition have been reviewed, with particular focus on protein-calorie intake, the role of oral and/or intravenous supplements and efficacy of some classes of amino acids. A new determining factor that may lead inexorably to PEW in hemodialysis patients is represented by severe amino acid loss during hemodialysis sessions, for which mandatory compensation should be introduced.