Mid-dilution hemodiafiltration (MID) is a dialytic technique that might improve systemic inflammation of patients in chronic hemodialysis (HD) by increasing substitution volumes. To verify this hypothesis, we performed a prospective cross-over study comparing the effect on inflammatory biomarkers of higher convection by MID versus standard convection by post-dilution hemodiafiltration (HDF). Patients under chronic HD were therefore treated by MID and HDF by crossover design. Each treatment period lasted 4 months, with 1 month of wash-out where patients were treated by HD, for a total of 9 months. Primary outcome was the change of serum pre-dialytic C-Reactive Protein (CRP), interleukin 6 (IL-6), IL-1, IL-10, transforming growth factor-β (TGF-β), tumor necrosis factor-α, albumin and pre-albumin. Samples were obtained monthly. Ten HD patients were enrolled (age: 64.9 ± 12.6 years; 70% males; dialytic vintage: 10.6 [2.7–16.2] years). Mean convection volume was 40.1 ± 2.5 L/session in MID and 20.1 ± 2.6 L/session in HDF. A significant reduction of β2-Microglobulin was detected as a result of either treatment. In MID, CRP decreased from 11.3 (3.2–31.0) to 3.1 (1.4–14.4) mg/L (<i>p</i> = 0.007), IL-6 from 12.7 (5.0–29.7) to 8.3 (4.4–14.0) pg/mL (<i>p</i> = 0.003), and TGF-β from 10.6 (7.4–15.6) to 7.4 (5.9–9.3) ng/mL (<i>p</i> = 0.001). A significant reduction of CRP from 8.5 (3.2–31.0) to 4.6 (3.2–31.0) mg/L was also detected in HDF (<i>p</i> = 0.037), whereas no significant reduction of IL-6 (<i>p</i> = 0.147) and TGF-β (<i>p</i> = 0.094) was found. Percentage reduction of IL-6 correlated with mean convective volume in HDF (<i>R</i> = 0.666; <i>p</i> = 0.036) and in MID (<i>R</i> = 0.760; <i>p</i> = 0.020). Therefore, MID and HDF are associated with an attenuation of inflammatory pattern that is correlated with a high convective volume.