The aim of this study was to analyze the differences between vancomycin clearance (Kd) with high‐flux hemodialysis (HFHD) and on‐line hemodiafiltration (OL‐HDF). The OL‐HDF therapy combined the diffusion and convective transport of solutes. To compare the Kd, a vancomycin loading dose of 1 g was administered intravenously post‐dialysis to 11 chronic and anuric (<100 mL/24 h) hemodialysis patients, undergoing HFHD and post‐dilutional OL‐HDF in consecutive therapies. Additional doses of 0.5 g were administered after 45 minutes at the end of each dialysis therapy during antibiotic treatment. Blood samples were drawn from arterial and venous lines at the start of hemodialysis sessions and at the first, second, third, and fourth hours. Additional samples were drawn at 15, 30, and 45 minutes after the end of dialysis therapy. Vancomycin plasma concentration, blood urea nitrogen (BUN), creatinine, and β2‐microglobulin were measured. The patients’ hydration status was evaluated by bioimpedance analysis. The mean of vancomycin dialyzer clearance (Kddc) calculated was 110.8 ± 15 mL/min with HFHD and 146.8 ± 13.8 mL/min with OL‐HDF (P = 0.025). Significant differences were also obtained for β2‐microglobulin clearance, Kddc 72.6 ± 15.4 mL/min with HFHD and 113.4 ± 24.2 mL/min with OL‐HDF (P = 0.012), whereas no differences were found for BUN or creatinine. Additionally, to analyze differences between HFHD and OL‐HDF, a variable volume dual pool mathematical model was developed to estimate the body clearance (Kdbc), extraction mass (Me), and inter‐compartment mass‐transfer coefficient (K12) of each molecule. A higher vancomycin Kddc with OL‐HDF produced by convection improved removal of antibiotic; this can compromise achieving a therapeutic concentration target. We recommended evaluating increased loading doses of vancomycin and avoiding administration during OL‐HDF to assure adequate treatment.