Uncontrolled inflammation plays a relevant role in the pathogenesis of coronavirus disease-19 (COVID-19). Here, we studied the time trend of inflammatory markers in a population of hemodialysis (HD) patients affected by COVID-19, undergoing two different dialysis approaches. In a prospective study, thirty-one maintenance HD patients with COVID-19 were randomized to expanded HD (HDx), performed using a medium cut-off membrane, or standard treatment using a protein-leaking dialyzer (PLD). Circulating levels of interleukin-6 (IL-6), interleukin-8 (IL-8), interleukin-10 (IL-10), soluble TLR4 (sTLR4), and interferon-gamma (IFN-γ), were collected at diagnosis, and one and two weeks after. Compared with 14 non-infected HD patients, COVID-19 patients showed lymphopenia and higher ferritin and lactate dehydrogenase levels. Moreover, COVID-19 patients had higher levels of IL-10 (15.2 (12.5) vs. 1.2 (1.4) pg/mL, p = 0.02). Twenty-nine patients were randomized to HDx (n = 15) or PLD (n = 14). After a single treatment, IL-8 showed a significant reduction in both groups, whereas IL-10 decreased only in HDx. All over the study, there were no significant modifications in circulating cytokine levels between the two groups, except for a parallel increase of IL-8 and IL-10 at one week control in the HDx group. No correlations were found between cytokine levels and clinical outcomes. In maintenance HD patients, COVID-19 is not related to a sustained inflammatory response. Therefore, modulation of inflammation seems not to be a suitable therapeutic target in this specific population.