Background: Nosocomial infections are a worldwide healthcare issue, especially in intensive care units (ICUs), and they had a prevalence of 21.1% in 2023 in Spain. Numerous predisposing risk factors have been identified, with the most relevant being invasive techniques, including renal replacement therapies (RRTs). Several outstanding strategies have been published that prevent or reduce their incidence, including the nationwide ZERO in Spain, which consists of structured guidelines to be implemented to tackle this problem. One of these strategies, which is defined as ‘highly recommended’ in these projects, is selective digestive decontamination (SDD). The main aim of this study is to compare the incidences of ICU-acquired infections, including those due to multidrug-resistant bacteria (MDRB), in two cohorts of RRT with or without SDD. Methods: We conducted a multicenter, prospective, observational study at two tertiary hospitals in Spain. In total, 140 patients treated with RRT were recruited based on their exposure to SDD. Surveillance microbiological samples and nosocomial infection risk factors were obtained. Infection rates per 1000 days of exposure and the MDRB incidence density ratio were determined. Results: SDD statistically significantly reduced RRT-associated nosocomial infections (OR: 0.10, 95% CI: (0.04–0.26)) and the MDRB incidence density ratio (IDR: 0.156, 95% CI = 0.048–0.506). However, mechanical ventilation (OR: 7.91, 95% CI: (2.54–24.66)) and peripheral vascular disease (OR: 3.17, 95% CI: (1.33–7.56)) were significantly associated with increases in infections. Conclusions: Our results favor the use of SDD in ICU patients with renal failure undergoing CRRT as a tool for infection control.