Patients with chronic kidney disease (CKD) often require regular hemodialysis (HD) to prolong life. However, between HD sessions, patients have to restrict their diets carefully to avoid excess accumulation of potassium, phosphate, sodium, and fluid, which their diseased kidneys can no longer regulate. Failure to adhere to their renal dietary regimes can be fatal; nevertheless, non-adherence is common, and yet little is known about the psychological variables that might predict this dietary behavior. Thus, this study aimed to assess whether dietary adherence might be affected by a variety of psychological factors including stress, personality, and health locus of control, as well as dietary knowledge, in chronic HD patients. Fifty-one patients (30 men; age range 25–85) who had undergone HD for at least 3 months and had been asked to restrict at least one of potassium, phosphate or fluid, were recruited from a hospital renal unit. Measures of adherence to each of potassium, phosphate, and fluid were derived from standard criteria for these physiological indices in renal patients. Knowledge of food/drink sources of these dietary factors, and their medical implications in relation to HD and CKD were assessed by a bespoke questionnaire. Psychological factors including stress, personality and health locus of control beliefs were measured by standardized questionnaires. Having to restrict a particular nutrient was associated with better knowledge of both food sources and medical complications for that nutrient; however, greater dietary knowledge was not linked to adherence, and knowledge of medical complications tended to be associated with poorer adherence to potassium and phosphate levels. Adherence to these two nutrient requirements was also associated with lower reported stress in the past week. Adherence was associated with differences in locus of control: these differences varied across indices although there was a tendency to believe in external loci. For potassium, phosphate, and fluid restriction, adherers were less likely to be sensation seekers but did not differ from non-adherers on impulsivity, anxiety sensitivity, or hopelessness. In conclusion, the links between dietary adherence and stress, locus of control and personality suggests that screening for such psychological factors may assist in managing adherence in HD patients.