Continuous venovenous hemofiltration (CVVH) is frequently performed in critically ill patients using diluted citrate for regional anticoagulation. The impact of this renal replacement strategy on plasma sodium has not been evaluated yet. Our aim was therefore to assess the period prevalence of hyponatremia (sodium <135 mmol/L) during CVVH and discuss possible underlying mechanisms. After 48 hours of treatment, 70% of the 27 oligo-anuric critically ill patients were hyponatremic, despite the use of dialysis fluid bags (Regiocit 18/0, Phoxilium by Baxter, Deerfield, IL, and Multibic K2 by Fresenius Medical Care AG & Co. KGaA, Bad Homburg, Germany) with sodium content of 140 mmol/L. Indeed, sodium decreased from 142 ± 7 to 135 ± 3 mmol/L, p < 0.001. Sodium concentrations of employed dialysis bags were confirmed using ion chromatography. However, ionized sodium of Regiocit measured with a direct-ion selective electrode (ISE) resulted lower (~118 mmol/L), suggesting the presence of sodium-to-citrate complexes. Possible mechanisms explaining the hyponatremia development could therefore include: i) plasma water dilution; ii) a reduced Gibbs-Donnan effect, given the low albumin concentration (2.6 ± 0.8 g/dl) of our critically ill patients; iii) a negative sodium balance due to the loss of sodium-to-citrate complexes across the filter. The clinical implications of the described hyponatremia and the different contributions of the hypothesized mechanisms need to be addressed in future studies.