Background: Nutritional status and oxidative stress have been implicated in the pathogenesis and persistence of long COVID, but data in patients undergoing hemodialysis (HD) are limited. The present study aimed to investigate the association between pre-infection nutritional status, oxidative stress, and one-year long COVID persistence in HD patients. Methods: This prospective observational cohort study enrolled 115 HD patients with confirmed COVID-19. Nutritional status was assessed using the Controlling Nutritional Status (CONUT) score twice: before infection and three months post-infection. Oxidative markers included malondialdehyde (MDAs), ceruloplasmin, transferrin, and sulfhydryl groups. The endpoint was one-year long COVID persistence. Results: Moderate pre-infection CONUT scores were associated with heightened severe undernutrition risk (p < 0.0001), elevated MDAs (p < 0.0001), and reduced ceruloplasmin levels (p = 0.0009) at three months post-COVID-19 compared to light CONUT scores. Pre-infection CONUT score independently predicted post-COVID oxidative damage [OR 2.3 (95%CI 1.2; 4.6), p < 0.0001] and one-year long COVID persistence [HR 4.6 (95%CI 1.4; 9.9), p < 0.0001], even after adjusting for potential confounders. Conclusion: Moderate pre-infection undernutrition in patients undergoing HD associated with increased post-COVID oxidative stress intensity and heightened risk of one-year long COVID persistence.