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Background. Non‐compliance with prescribed therapy significantly impacts dialysis patient care and outcomes. The underlying psychosocial issues leading to non‐compliance are not well understood, especially in peritoneal dialysis (PD) patients. Methods. A multicentre cohort of 119 haemodialysis (HD) patients and 51 PD patients was studied. In‐person interviews were conducted with patients and clinical and laboratory data were obtained from medical records. Missed and shortened dialysis treatments/sessions and excessive serum phosphate values provided indicators of non‐compliance. Patients' perceived health status, perceived self‐health care, depression, perceived control over future health, social support, and disease‐specific perceived quality of life were measured, along with current smoking status. Associations of predictor variables with non‐compliance indicators were examined in univariate and multivariable analyses. Results. Approximately one‐third of both HD and PD patients were non‐compliant on at least one indicator. Logistic regression models identified a significant association between smoking and each non‐compliance indicator. Patient age (younger) also predicted missed treatments. Perceived (negative) effects of kidney disease on daily life, and (decreased) perceived control over future health also predicted shortened treatments. No significant association was found between dialysis modality (HD vs PD) and non‐compliance. Conclusion. Smoking, one marker of priority placed on health status, and intrusiveness/control issues should be addressed in intervention efforts to improve compliance in patients treated by HD and PD.