Chronic kidney disease (CKD) incidence is growing worldwide, with a significant percentage of CKD patients reaching end-stage renal disease (ESRD) and requiring kidney replacement therapies (KRT). Peritoneal dialysis (PD) is a convenient KRT presenting benefices as home therapy. In PD patients, the peritoneum is chronically exposed to PD fluids containing supraphysiologic concentrations of glucose or other osmotic agents, leading to the activation of cellular and molecular processes of damage, including inflammation and fibrosis. Importantly, peritonitis episodes enhance peritoneum inflammation status and accelerate peritoneal injury. Here, we review the role of immune cells in the damage of the peritoneal membrane (PM) by repeated exposure to PD fluids during KRT as well as by bacterial or viral infections. We also discuss the anti-inflammatory properties of current clinical treatments of CKD patients in KRT and their potential effect on preserving PM integrity. Finally, given the current importance of coronavirus disease 2019 (COVID-19) disease, we also analyze here the implications of this disease in CKD and KRT.