The holographic renormalization of a charged black brane with or without a dilaton field, whose dual field theory describes a dense medium at finite temperature, is investigated in this paper. In a dense medium, two different thermodynamic descriptions are possible due to an additional conserved charge. These two different thermodynamic ensembles are classified by the asymptotic boundary condition of the bulk gauge field. It is also shown that in the holographic renormalization regularity of all bulk fields can reproduce consistent thermodynamic quantities and that the Bekenstein-Hawking entropy is nothing but the renormalized thermal entropy of the dual field theory. Furthermore, we find that the Reissner-Nordström AdS black brane is dual to a theory with conformal matter as expected, whereas a charged black brane with a nontrivial dilaton profile is mapped to a theory with nonconformal matter although its leading asymptotic geometry still remains as AdS space.