Haemodiafiltration (HDF) is the blood purification therapy of choice for those who want significant removal of uraemic solutes beyond the traditional range of small molecules. Combining diffusive and convective solute transport, a HDF treatment comprises the largest number of variables among blood purification therapies, and it is important to understand how they interact in order to optimize the therapy. This review discusses the parameters that determine the efficiency of HDF and how they can be controlled in the different forms of HDF and 'HDF-like' therapies practised today. The key to safe and effective HDF therapy is to have access to large volumes of high-quality fluids. Starting with ultrapure dialysis fluid, on-line preparation of a sterile, non-pyrogenic substitution solution can be made an integral part of the treatment, and we describe the necessary conditions for this. On-line HDF can provide the largest removal of the widest range of solutes among available dialysis therapies, and the potential clinical benefits of this are within practical reach for the increasing number of patients dialysed with high-flux membranes and ultrapure dialysis fluid.