In chronic hemodialysis patients, optimal INR control is critical to reduce bleeding and thromboembolic risks associated with vitamin K antagonist (VKA) therapy. This study evaluates the impact of an optimized protocol combining INR self-testing and supervised VKA administration on anticoagulation quality. A monocentric observational comparative study was conducted in 24 hemodialysis patients treated with VKAs, monitored successively under two modalities: a standard protocol (SP, January–March 2024) followed by an optimized protocol (OP, July–September 2024). Three biological indicators were assessed: mean INR, intra-individual INR variability (coefficient of variation, CV), and time in therapeutic range (TTR, INR 2.0–3.0). No clinical endpoints were collected. The mean INR coefficient of variation (CV) significantly decreased from 35% under the SP to 25% under the OP (p < 0.01), reflecting a marked improvement in treatment stability, particularly among initially unstable patients. The mean TTR, moderately satisfactory under SP (63%), increased to 71% under OP, although this difference did not reach statistical significance (p > 0.05). A reduction in extreme values and a more homogeneous INR distribution were also observed. The implementation of the optimized protocol led to improved INR control by significantly reducing intra-individual variability. This improvement may provide clinical benefits, including a reduced risk of hemorrhagic or thromboembolic events. These findings support the value of enhanced monitoring strategies that combine self-testing and supervised VKA administration to improve patient safety and reinforce treatment adherence.