The present invention relates to a method of treating anemia especially in an EPO resistant hemodialysis patient, comprising hemodialysis with a high cut-off dialysis membrane, wherein the hemodialysis membrane is characterized in that it has a molecular weight cut-off in water, based on dextran sieving coefficients, of between 90 and 200 kD and a molecular weight retention onset in water, based on dextran sieving coefficients, of between 10 and 20 kD, and a &DgrMW of between 90 and 170 kD. The invention further relates to a high cut-off hemodialysis membrane for the treatment of anemia in hemodialysis patients, especially EPO resistant hemodialysis patients.