Anemia is one of the main comorbidities related to Chronic Kidney Disease (CKD). Until the advent of Erythropoiesis Stimulating Agents (ESA), endogenous erythropoietin deficiency has been thought to be the main culprit of anemia in CKD patients. The use of ESA’s has shed new light on the physiology of CKD anemia, where iron homeostasis plays an increasingly important role. Disorders of iron homeostasis occurring in CKD turn the anemia management in those patients into a complex multifactorial therapeutic task, where ESA and Iron dose must be properly balanced to achieve the desired outcome without exposing the patients to the risk of serious adverse events. This review covers diagnostic markers traditionally used for quantifying iron status in CKD patients, such as serum ferritin and transferrin saturation, new ones, such as reticulocyte hemoglobin content and percent hypochromic red cells, as well as experimental ones, such as hepcidin and soluble transferrin receptor. Each marker is presented in terms of their diagnostic performance, followed by biological and analytical variability data. Advantages and disadvantages of each marker are briefly discussed. Although serum ferritin and transferrin saturation are easily available, they exhibit large biological variability and require caution when used for diagnosing iron status in CKD patients. Reticulocyte hemoglobin content and the percentage of hypochromic red cells are more powerful, but their widespread use is hampered by the issue of sample stability in storage. Soluble transferrin receptor and hepcidin show promise, but require further investigation as well as the development of standardized, low-cost assay platforms.