While patient care, kidney replacement therapy, and transplantation techniques for chronic kidney disease (CKD) have continued to progress, the incidence of malnutrition disorders in CKD appears to have remained unchanged over time. However, there is now a better understanding of the underlying pathophysiology according to the disease background, disease stage, and the treatment received. In CKD patients, the increased production of proinflammatory cytokines and oxidative stress lead to a proinflammatory milieu that is at least partially responsible for the increased morbidity and mortality in this patient population. New insights into the pathogenic role of innate immunity and the proinflammatory cytokine profile, characterized, for instance, by higher levels of IL-6 and TNF-α, explain some of the clinical and laboratory abnormalities observed in these patients. In this article, we will explore currently available nutritional–inflammatory biomarkers in distinct CKD populations (hemodialysis, peritoneal dialysis, transplantation) with a view to evaluating their efficacy as predictors of malnutrition and their involvement in the common proinflammatory process. Although there is a direct relationship between inflammatory-nutritional status, signs and symptoms [e.g., protein-energy wasting (PEW), anorexia], and comorbidities (e.g., atheromatosis, atherosclerosis), we are in need of clearly standardized markers for nutritional-inflammatory assessment to improve their performance and design appropriate bidirectional interventions.