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 …).evenoddrule
? I didn't see it in the pgfmanual.even odd rule
with spaces; you can find it in 15.4.2 Graphic Parameters: Interior Rules at the end of the page.