Stress and affective distress have previously been shown to predict sleep quality, and all the factors have been shown to predict fatigue severity. However, few prior studies have examined the likely indirect mediational relationships between stress, affective distress, and sleep quality in predicting fatigue severity, and the potential role played by ruminative thinking. A short questionnaire asked 229 participants about their recent experiences of stress, affective distress, rumination, sleep, and fatigue in a community sample. High stress, anxiety, and depression were related to more ruminative thinking, which in turn was related to poor sleep quality (composed of subjective sleep quality, daytime dysfunction, sleep latency, and sleep disturbance) and poor sleep quality predicted worse fatigue. The results suggest that rumination parsimoniously explains the tendency of stress and affective distress to contribute to poor sleep quality, and together with poor sleep, it may also contribute to worse fatigue in some individuals.