<b><i>Background:</i></b> Hypomagnesaemia is a cardiovascular (CV) risk factor in the general population. The aim of this study was to evaluate the relationship between pre-dialysis magnesium (Mg) and CV risk markers, [including pulse pressure (PP), left ventricular mass index (LVMI) and vascular calcifications (VC)], and mortality in haemodialysis (HD) patients. <b><i>Methods:</i></b> We performed a 48-month prospective study in 206 patients under pre-dilution haemodiafiltration with a dialysate Mg concentration of 1 mmol/l. <b><i>Results:</i></b> Lower Mg concentrations were predictors of an increased PP (≥65 mm Hg) (p = 0.002) and LVMI (≥140 g/m<sup>2</sup>) (p = 0.03) and of a higher VC score (≥3) (p = 0.01). Patients with Mg <1.15 mmol/l had a lower survival at the end of the study (p = 0.01). Serum Mg <1.15 mmol/l was an independent predictor of all-cause (p = 0.01) and CV mortality (p = 0.02) when adjusted for multiple CV risk factors. <b><i>Conclusions:</i></b> Lower Mg levels seem to be associated with increased CV risk markers, like PP, LVMI and VC, and with higher mortality in HD patients.