The following MWE displays the desired output, but the question is whether (and how) the same result can be achieved by somehow redefining lines (1) and (2) to "cut out" the inner square, so that line (3) is redundant. I appreciate that this picture is simple, but one can easily imagine more complicated cases.
\documentclass{article}
\usepackage{tikz}
\begin{document}
\begin{tikzpicture}
\draw (-1,-1)--++(4,4);
\draw[fill=white] (0,0)--++(2,0)--++(0,2)--++(-2,0)--++(0,-2); % (1)
\draw (0.5,0.5)--++(1,0)--++(0,1)--++(-1,0)--++(0,-1); % (2)
\draw (0.5,0.5)--++(1,1); % (3)
\end{tikzpicture}
\end{document}


even odd rule(or the other one …). – Qrrbrbirlbel Jan 13 '13 at 15:10evenoddrule? I didn't see it in the pgfmanual. – Geoff Jan 13 '13 at 15:15even odd rulewith spaces; you can find it in 15.4.2 Graphic Parameters: Interior Rules at the end of the page. – Claudio Fiandrino Jan 13 '13 at 15:18