Background: This study aimed to investigate the effects of intradialytic concurrent (resistance–endurance) training combined with melatonin (MEL) supplementation on oxidative stress, inflammation, and cellular damage in hemodialysis (HD) patients. Methods: Thirty-two HD patients were randomly assigned to three groups: Exercise (EX)-MEL, EX-Placebo (PLA), and Control (C)-PLA. Participants in the EX-MEL and EX-PLA groups underwent 12 weeks of concurrent training. Before nocturnal sleep, they ingested either 3 mg of MEL (EX-MEL) or a placebo (EX-PLA and C-PLA). Blood samples were collected at baseline and after 12 weeks of intervention to assess lipid peroxidation [malondialdehyde (MDA)], antioxidant biomarkers [ferric-reducing antioxidant power (FRAP), reduced glutathione (GSH), total thiol (THIOL)], total bilirubin (TBIL), uric acid (UA), biomarkers of muscle and liver damage [aspartate aminotransferase (ASAT), alanine aminotransferase (ALAT), creatine kinase (CK), lactate dehydrogenase (LDH), and Gamma-glutamyltransferase (Gamma-GT)], and inflammation [C-reactive protein (CRP)]. Results: EX-MEL demonstrated a decrease in MDA (p < 0.05) and CRP (p < 0.05), and an increase in FRAP (p < 0.05) pre- and post-training. Both EX-MEL and EX-PLA showed an increase in GSH (p < 0.001, and p < 0.05, respectively) and THIOL (p < 0.01, and p < 0.05, respectively) pre- and post-training. No significant changes were observed in TBIL, UA, ASAT, ALAT, CK, LDH, or Gamma-GT pre- and post-training across all groups. Conclusion: Concurrent training combined with MEL supplementation enhances oxidant–antioxidant balance and reduces inflammation in HD patients more effectively than intradialytic concurrent training alone.