Background: This was controversial whether vitamin E-coated dialyzer therapy was beneficial for the complications associated with hemodialysis. Therefore, we performed this systematic review to evaluate the effects of vitamin E-coated dialyzer. Methods: Related trials were searched from multiple electronic databases. We conducted meta-analysis to assess changes in the predefined outcomes using RevMan 5.3 software. Results: Meta-analysis showed vitamin E-coated dialyzer therapy could decrease erythropoietin (EPO) resistance index (SMD, −0.24; 95% CI, −0.47 to −0.01; p = 0.04). However, pooled-analysis showed vitamin E-coated dialyzer therapy could not decrease weekly EPO dose (SMD, −0.11; 95% CI, −0.32 to 0.09; p = 0.28) and intima–media thickness (IMT) of the carotid artery (MD, −0.09; 95% CI, −0.2 to 0.01; p = 0.09), and vitamin E-coated dialyzer therapy did not improve the serum hemoglobin (MD, −0.03; 95% CI, −0.18 to 0.13; p = 0.74), albumin levels (SMD, −0.64; 95% CI, −1.62 to 0.34; p = 0.2), in addition, there was no significant difference in serum cholesterol (SMD, −0.07; 95% CI, −0.45 to 0.31; p = 0.71), triglycerides (MD, −2.77; 95% CI, −32.42 to 26.87; p = 0.85), high density lipoprotein (HDL) (SMD, 0.24; 95% CI, −0.14 to 0.62; p = 0.22) and low density lipoprotein (LDL) (SMD, 0.00; 95% CI, −0.38 to 0.37; p = 0.98) levels. Conclusions: Vitamin E-coated dialyzer may reduce the EPO resistance, but there is no conclusive evidence that vitamin E-coated dialyzer can improve the renal anemia, malnutrition, dyslipidemia and atherosclerosis status in hemodialysis (HD) patients. However, high-quality trials with hard clinical endpoints are required to fully elucidate the clinical value of vitamin E-coated dialyzer therapy.