Dialysis and nutrition are two sides of the same coin—dialysis depurates metabolic waste that is typically produced by food intake. Hence, dietetic restrictions are commonly imposed in order to limit potassium and phosphate and avoid fluid overload. Conversely, malnutrition is a major challenge and, albeit to differing degrees, all nutritional markers are associated with survival. Dialysis-related malnutrition has a multifactorial origin related to uremic syndrome and comorbidities but also to dialysis treatment. Both an insufficient dialysis dose and excessive removal are contributing factors. It is thus not surprising that dialysis alone, without proper nutritional management, often fails to be effective in combatting malnutrition. While composite indexes can be used to identify patients with poor prognosis, none is fully satisfactory, and the definitions of malnutrition and protein energy wasting are still controversial. Furthermore, most nutritional markers and interventions were assessed in hemodialysis patients, while hemodiafiltration and peritoneal dialysis have been less extensively studied. The significant loss of albumin in these two dialysis modalities makes it extremely difficult to interpret common markers and scores. Despite these problems, hemodialysis sessions represent a valuable opportunity to monitor nutritional status and prescribe nutritional interventions, and several approaches have been tried. In this concept paper, we review the current evidence on intradialytic nutrition and propose an algorithm for adapting nutritional interventions to individual patients.