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Context. Fatigue is one of the most prevalent symptoms among hemodialysis (HD) patients. To design effective treatments, it is crucial to understand the diurnal pattern of fatigue in this population. Objectives. The objectives of this study were to assess diurnal changes in fatigue in patients undergoing hemodialysis and their relation with depressive symptoms and to explore whether fatigue may become a classically conditioned response to the hospital environment. Methods. A prospective, observational study was conducted in 51 HD patients. Subjects repeatedly rated their current fatigue on three different days during one week of hemodialysis treatment to capture changes in momentary fatigue. First, on an HD treatment day, fatigue was measured one hour before and immediately before dialysis, as well as immediately after dialysis and again at 22:00 PM Second, on the postdialysis day and on the seventh weekday (when patients had not received treatment on the previous day), fatigue was measured at the same moments in time as the two measurements before dialysis on the treatment day. Beck Depression Inventory-II and Fatigue Severity Scale were administered to evaluate depressive mood and fatigue severity in daily life. Results. Fatigue increased as a result of hemodialysis treatment over the entire sample. However, diurnal fatigue patterns differed significantly between individuals high and low in depressive symptoms, with the former being fatigued more constantly throughout the day, and the latter experiencing increases in fatigue due to treatment. Pretreatment fatigue experienced in the hospital environment followed a pattern consistent with the development of a classically conditioned response. Conclusion. Diurnal fatigue patterns during hemodialysis treatment are associated with depressive symptoms, and classical conditioning may play a role in the experience of pretreatment fatigue.