To evaluate the association between haemoglobinuria and chronic kidney disease (CKD) in sickle cell anaemia (SCA), we analysed 356 adult haemoglobin SS or Sβ^o thalassaemia patients from the University of Illinois at Chicago (UIC) and 439 from the multi‐centre Walk‐Treatment of Pulmonary Hypertension and Sickle Cell Disease with Sildenafil Therapy (Walk‐PHaSST) cohort. CKD was classified according to National Kidney Foundation Kidney Disease Outcomes Quality Initiatives guidelines. Haemoglobinuria, defined as positive haem on urine dipstick with absent red blood cells on microscopy, was confirmed by enzyme‐linked immunosorbent assay in a subset of patients. The prevalence of CKD was 58% in the UIC cohort and 54% in the Walk‐PHaSST cohort, and haemoglobinuria was observed in 36% and 20% of the patients, respectively. Pathway analysis in both cohorts indicated an independent association of lactate dehydrogenase with haemoglobinuria and, in turn, independent associations of haemoglobinuria and age with CKD (P < 0·0001). After a median of 32 months of follow‐up in the UIC cohort, haemoglobinuria was associated with progression of CKD [halving of estimated glomerular filtration rate or requirement for dialysis; Hazard ratio (HR) 13·9, 95% confidence interval (CI) 1·7–113·2, P = 0·0012] and increasing albuminuria (HR 3·1, 95% CI: 1·3–7·7; logrank P = 0·0035). In conclusion haemoglobinuria is common in SCA and is associated with CKD, consistent with a role for intravascular haemolysis in the pathogenesis of renal dysfunction in SCA.