A method of testing the integrity of a membrane (9c, 11c; 32, 33) of at least one filter (9, 11; 31) located along a dialysis solution circuit (6; 34); the method including, in succession, the steps of: - wetting the test membrane (9c, 11c; 32, 33) with an aqueous solution; - expelling the aqueous solution from the filter (9, 11; 31); - filling a fill chamber (9b, 11a; 31b) of the filter (9, 11; 31) with a given quantity of gas, after first closing the gas flow lines from the fill chamber (9b, 11a; 31b); and - detecting gas flow through the membrane (9c, 11c; 32, 33), which bounds the fill chamber (9b, 11a; 31b).