Abstract: Pruritus is one of the major unsolved problems for patients receiving regular hemodialysis. In this study, we conducted a 6 month prospective and crossover trial to investigate the effect of polymethylmethacrylate (PMMA) membrane for renal itching. We also examined the role of the tumor necrosis factor (TNF)-α system for pruritus in hemodialysis patients. We assessed the degree of skin itching and measured circulating levels of TNF-α and soluble TNF receptors (sTNFR-I, sTNFR-II) in 19 patients using hemodialysis, complicated by prolonged severe pruritus for 6 months. Serum sTNFR-I and II levels were significantly elevated in hemodialysis patients compared to normal subjects. Serum sTNFR-II levels were significantly and negatively correlated with serum albumin (r = −0.602, p = 0.007). A significant positive relationship was also found between sTNFR-I and erythropoietin dosage (r = 0.554, p = 0.016). However, no association was found between the degree of pruritus and circulating sTNFR-I and II values. Skin itching scale was significantly decreased from 2.7 ± 0.2 to 2.1 ± 0.3 following the use of PMMA membrane for 3 months (p < 0.05). In contrast, there was no change in itching scales during 3 months of conventional therapy (2.2 ± 0.3 versus 2.2 ± 0.3, p = NS). PMMA itself did not affect serum TNF-α and sTNFR values as well as conventional dialyzer membranes. These findings suggested that the PMMA dialyzer can improve renal itching not mediated through the modification of the TNF-α system.