In a process for testing filters (4) and (13) of treatment fluid of a hemodiafiltration apparatus (1), each filter has a wet semipermeable membrane (5, 14) which separates a gas-filled first chamber (6 and 15) from a liquid-filled second chamber (7 and 16). The first chambers are pressurised by a pump (19) supplying air, while the second chambers are placed in depression by a drainage pump (17) of used dialysis fluid. A first closed system is formed which includes the first chambers and a second closed system is formed which includes the second chambers. Two pressure gauges (P1 and P2) monitor the pressure in the two closed systems for a predetermined time. The monitoring provides indications relating to the filter integrity.