The balance of sodium, through its dietary intake and renal excretion, determines extracellular fluid volume (ECV). Chronic renal failure and dialysis patients present with a positive sodium balance and increased ECV. The consequences are systemic hypertension and vascular and cardiac remodelling, especially left ventricular hypertrophy (LVH). High blood pressure (BP) and LVH increase the mortality risk of dialysis patients. Correction of ECV overload with ultrafiltration has led to the dry weight concept, which is the postdialysis body weight that allows BP to remain normal until the next dialysis session, without the need for antihypertensive medication and despite interdialytic weight gain. Blood pressure is the key indicator of ECV and is used to set the body weight target at each dialysis session. Normalization of BP indicates normalization of ECV, usually with a lag-time. Shortening dialysis time, which increases intradialytic morbidity, compromises the achievement of dry weight and normalization of ECV. Such intradialytic events may also lead to an increase in dialysate sodium concentration, which causes thirst, and greater interdialytic weight gain, positive sodium balance and worsening BP. These complications have led to the development of other tools for ECV assessment, such as inferior vena cava diameter, bioimpedance, and blood volume monitoring; their usefulness is discussed.