Background: This study investigates the effect of chronic kidney disease (CKD) stage on fatigue and health-related quality of life (HRQoL) in the pediatric population. Material and Methods: The PedsQL (Pediatric Quality of Life Inventory) Multidimensional Fatigue Scale (subcategories: general, sleep/rest, and cognitive fatigue) and HRQoL Generic Core Scales (subcategories: physical, emotional, social, and school functioning) questionnaires were completed by 30 patients aged from 7 to 18 years old with CKD stage 2–4, CKD stage 5 on dialysis (CKD 5D), and kidney transplantation (KTx), as well as their parents. Results: Both low “Total Fatigue” and “Total HRQoL” scores were reported in 16.7% of patients. “Sleep/Rest Fatigue”, “Emotional Functioning”, and “School functioning” were the lowest scored subcategories. CKD 5D/KTx patients presented lower “Sleep/Rest Fatigue” (p = 0.022) and, more frequently, low “School Functioning” scores (p = 0.029). The “Total HRQoL” score was correlated to the “Total Fatigue” score (rs = 0.625, p < 0.001). A low “Sleep/Rest Fatigue” score was associated with low “Physical Functioning”, “School Functioning”, and “Total HRQoL” scores (p = 0.016, p = 0.001, and p = 0.047 respectively). Parents’ HRQoL score was lower than patients’ score on “Physical Functioning” (p = 0.040) and “School Functioning” subcategories (p = 0.045). Conclusions: Fatigue and disturbed HRQoL are mostly observed in CKD 5D and KTx pediatric patients, and are associated with sleep disorders and school dysfunction. Fatigue affects HRQoL, which is perceived as more deteriorated by the patients’ parents.