Purpose: This study was conducted to investigate the differences in sleep disturbance, stress, self-efficacy and depression by fatigue level and to identify the factors influencing fatigue in hemodialysis patients. Methods: This study used a cross-sectional design and the subjects were 195 patients undergoing hemodialysis in a local unit. Data were collected using a structured questionnaire and medical records from June to August 2012. The data were analyzed using descriptive statistics, independent t-test, one way ANOVA, Scheffè test, and Pearson's correlation coefficients. Also a multiple regression analysis was used to assess the independent association between fatigue status and indices of sleep disturbance, stress, self-efficacy and depression. Results: A total of 99 (50.8%)subjects experienced a high level of fatigue and 96 (49.2%) experienced a low level of fatigue. There were significant differences in the levels of sleep disturbance, stress, self-efficacy and depression between the two groups. Fatigue was significantly correlated to sleep disturbance, stress, self-efficacy and depression. The most important factor related to fatigue was stress, followed by sleep disturbance. These factors explained about 37%of fatigue of the respondents. Conclusion: The results of this study showed that sleep disturbance and stress were significant predictors of fatigue in hemodialysis patients. Possible interventions for minimizing fatigue in patients undergoing long-term hemodialysis should be aimed to manage the known contributing factors.