Protein-bound uremic toxins (PBUTs) are predominantly excreted by renal tubular secretion and hardly removed by traditional hemodialysis (HD). Accumulation of PBUTs is proposed to contribute to the increased morbidity and mortality of patients with end-stage kidney disease (ESKD). Preserved PBUT excretion in patients with residual kidney function (RKF) and/or increased PBUT clearance with improved dialysis techniques might improve the prognosis of patients with ESKD. The aims of this study are to explore determinants of PBUTs in HD patients, and investigate whether hemodiafiltration (HDF) lowers PBUT plasma concentrations, and whether PBUTs are related to the outcome. Predialysis total plasma concentrations of kynurenine, kynurenic acid, indoxyl sulfate, indole-3-acetic acid, p-cresyl sulfate, p-cresyl glucuronide, and hippuric acid were measured by UHPLC-MS at baseline and after 6 months of follow-up in the first 80 patients participating in the CONvective TRAnsport Study (CONTRAST), a randomized controlled trial that compared the effects of online HDF versus low-flux HD on all-cause mortality and new cardiovascular events. RKF was inversely related to kynurenic acid (p < 0.001), indoxyl sulfate (p = 0.001), indole-3-acetic acid (p = 0.024), p-cresyl glucuronide (p = 0.004) and hippuric acid (p < 0.001) plasma concentrations. Only indoxyl sulfate decreased by 8.0% (−15.3 to 34.6) in patients treated with HDF and increased by 11.9% (−15.4 to 31.9) in HD patients after 6 months of follow-up (HDF vs. HD: p = 0.045). No independent associations were found between PBUT plasma concentrations and either risk of all-cause mortality or new cardiovascular events. In summary, in the current population, RKF is an important determinant of PBUT plasma concentrations in HD patients. The addition of convective transport did not consistently decrease PBUT plasma concentrations and no relation was found between PBUTs and cardiovascular endpoints.