Introduction: Cell-free nucleic acids (cf-NAs) represent a promising biomarker of various pathological and physiological conditions. Since its discovery in 1948, cf-NAs gained prognostic value in oncology, immunology, and other relevant fields. In peritoneal dialysis (PD), blood purification is performed by exposing the peritoneal membrane. Relevant sections: Complications of PD such as acute peritonitis and peritoneal membrane aging are often critical in PD patient management. In this review, we focused on bacterial DNA, cell-free DNA, mitochondrial DNA (mtDNA), microRNA (miRNA), and their potential uses as biomarkers for monitoring PD and its complications. For instance, the isolation of bacterial DNA in early acute peritonitis allows bacterial identification and subsequent therapy implementation. Cell-free DNA in peritoneal dialysis effluent (PDE) represents a marker of stress of the peritoneal membrane in both acute and chronic PD complications. Moreover, miRNA are promising hallmarks of peritoneal membrane remodeling and aging, even before its manifestation. In this scenario, with multiple cytokines involved, mtDNA could be considered equally meaningful to determine tissue inflammation. Conclusions: This review explores the relevance of cf-NAs in PD, demonstrating its promising role for both diagnosis and treatment. Further studies are necessary to implement the use of cf-NAs in PD clinical practice.