Sleep disorders and fatigue represent prominent symptoms frequently experienced by individuals with multiple sclerosis (MS). Some psychological factors such as depression, stress, and anxiety seem to have a relationship with such problems. This study aimed to examine the role of depression, stress, and anxiety in predicting sleep disorders and fatigue among patients with MS. Employing a cross-sectional descriptive-correlational design, the study involved a sample size of 252 participants selected through purposive sampling based on inclusion and exclusion criteria. We utilized a demographic information questionnaire along with the Mini-Sleep Questionnaire (MSQ), Fatigue Severity Scale (FSS), and Depression, Anxiety, and Stress Scale (DASS-21) to collect data and analyzed them applying SPSS22, incorporating statistical measures including Pearson correlation and regression. The results of the Pearson correlation coefficient showed that sleep disorders had a positive and significant relationship with depression (r = 0.56; P<0.001), stress (r = 0.40; P<0.001), and anxiety (r = 0.52; P<0.001). There was no significant relationship between age and the development of sleep disorders in total score (r = −0.001; P<0.985), but age had a relationship with insomnia (r = −0.146; P<0.021) and oversleeping (r = 0.153; P<0.015). Age and fatigue did not have a significant relationship as well (r = −0.044; P<0.941). In addition, fatigue had a positive and significant relationship with depression (r = 0.52; P<0.001), stress (r = 0.48; P<0.001), and anxiety (r = 0.54; P<0.001). The results of the regression analysis also showed that depression, stress, and anxiety predict 0.37% of the total variance of sleep disorders (F = 48.34; P<0.001) and 0.35% of the total variance of fatigue (F = 44.64; P<0.001). Our findings suggest that depression, stress, and anxiety play a significant role in predicting sleep disorders and fatigue among patients with MS. This study has been reported in accordance with the TREND checklist for nonrandomized trials.