Albumin dialysis using the molecular adsorbent recirculating system (MARS) is a new therapeutic approach for liver diseases. To gain insight into the mechanisms involved in albumin dialysis, we analyzed the peptides and proteins absorbed into the MARS strong anion exchange (SAX) cartridges as a result of the treatment of patients with cholestasis and resistant pruritus. Proteins extracted from the SAX MARS cartridges after patient treatment were digested with two enzymes. The resulting peptides were analyzed by multidimensional liquid chromatography coupled to tandem mass spectrometry. We identified over 1,500 peptide sequences corresponding to 144 proteins. In addition to the proteins that are present in control albumin-derived samples, this collection includes 60 proteins that were specific to samples obtained after patient treatment. Five of these proteins (neutrophil defensin 1 [HNP-1], secreted Ly-6/uPAR-related protein 1 [SLURP1], serum amyloid A, fibrinogen alpha chain and pancreatic prohormone) were confirmed to be removed by the dialysis procedure using targeted selected-reaction monitoring MS/MS. Furthermore, capture of HNP-1 and SLURP1 was also validated by Western blot. Interestingly, further analyses of SLURP1 in serum indicated that this protein was 3-fold higher in cholestatic patients than in controls. Proteins captured by MARS share certain structural and biological characteristics, and some of them have important biological functions. Therefore, their removal could be related either to therapeutic or possible adverse effects associated with albumin dialysis.