Background: Nutritional status’s role in long COVID is evident in the general population, yet unexplored in patients undergoing hemodialysis (HD), posing a research gap. We hypothesized that pre-infection undernutrition in HD patients might impact long COVID persistence by accelerating oxidative stress. The present study aimed to investigate the association between pre-infection nutritional status, oxidative stress, and one-year-long COVID persistence in HD patients. Methods: This prospective observational cohort study enrolled 115 HD patients with confirmed COVID-19. Nutritional status was assessed using the Controlling Nutritional Status (CONUT) score twice: before infection and three months post-infection. Oxidative markers included malondialdehyde (MDAs), ceruloplasmin, transferrin, and sulfhydryl groups. The endpoint was one-year-long COVID persistence. Results: Moderate pre-infection CONUT scores were associated with heightened severe undernutrition risk (p < 0.0001), elevated MDAs (p < 0.0001), and reduced ceruloplasmin levels (p = 0.0009) at three months post-COVID-19 compared to light CONUT scores. Pre-infection CONUT score independently predicted post-COVID oxidative damage [OR 2.3 (95% CI 1.2; 4.6), p < 0.0001] and one-year-long COVID persistence [HR 4.6 (95% CI 1.4; 9.9), p < 0.0001], even after adjusting for potential confounders. Conclusion: Moderate pre-infection undernutrition heightens post-COVID oxidative stress and increases the risk of one-year-long COVID persistence in HD patients.