In this paper, we investigate the physical mechanisms underlying one of the most efficient filtration devices: the kidney. Building on a minimal model of the Henle loop—the central part of the kidney filtration—we investigate theoretically the detailed out-of-equilibrium fluxes in this separation process in order to obtain absolute theoretical bounds for its efficiency in terms of separation ability and energy consumption. We demonstrate that this separation process operates at a remarkably small energy cost as compared to traditional sieving processes while working at much smaller pressures. This unique energetic efficiency originates in the double-loop geometry of the nephron, which operates as an active osmotic exchanger. The principles for an artificial-kidney-inspired filtration device could be readily mimicked based on existing soft technologies to build compact and low-energy artificial dialytic devices. Such a "kidney on a chip" also points to new avenues for advanced water recycling, targeting, in particular, sea-water pretreatment for decontamination and hardness reduction.