Maintenance hemodialysis induces water-soluble vitamins and trace elements losses, which is why recommendations regarding potential supplementation were provided, but mainly based on conventional hemodialysis. This study′s aim was to measure the water–soluble vitamins and trace element losses during one on-line post-dilution hemodiafiltration (HDF) session. Thirty-nine patients under maintenance HDF were enrolled. We used the Theraflux^® sampler (Theradial Corp., Orvault, France) to analyze the full session dialysate mass transfer. Blood and dialysate samples were collected before and after one HDF session to measure B1, B2, B6, B9, B12, C vitamins, zinc, and selenium concentrations. Values significantly decreased for B1 (20.2%), B2 (13%), B6 (25.4%), B9 (32.6%), C (66.6%) and selenium (6.7%). No significant differences were found for vitamin B12 and zinc. The dialysate losses per session were 1.12 ± 0.88 mg for vitamin B1, 0.28 ± 0.30 mg for B2, 0.33 ± 0.09 mg for B6, 0.3 ± 0.18 mg for B9, 147.5 ± 145.50 mg for C and 25.75 ± 6.91 mg for zinc. Vitamin B12 and selenium were under detection values. In conclusion, during a standard 4hr-HDF session, we found important losses for vitamin B1, B6, B9, C and zinc, suggesting the need for regular monitoring of plasma levels and systematic supplementation of these compounds.