Background: One of the conservative treatment methods for patients with end-stage renal failure is hemodialysis. Although hemodialysis contributes to patients’ lives, it has adverse emotional and psychological effects, including sleep problems, fatigue, and depression. Objectives: The present study aimed to examine the effect of sleep hygiene education on sleep quality, depression, and fatigue among hemodialysis patients admitted to hospitals affiliated with Zahedan University of Medical Sciences in 2021. Methods: This quasi-experimental study was conducted on 80 hemodialysis patients in Khatam Al-Anbia and Ali Ibne Abi Talib hospitals affiliated with Zahedan University of Medical Sciences in 2021. The participants were selected through convenience sampling and randomly assigned to intervention and control groups using permuted block randomization. The data were collected using a demographic information form, Pittsburgh Sleep Quality Index (PSQI), Multidimensional Fatigue Inventory (MFI), and Beck Depression Inventory-II (BDI-II). The patients in the control group received routine care, and the patients in the intervention group attended a sleep hygiene education program in three consecutive face-to-face dialysis sessions using educational pamphlets for 40 to 60 minutes, depending on the patient’s tolerance. Two months after the training program, the quality of sleep, fatigue, and depression were measured for patients in both groups. The patients’ data were analyzed with SPSS software (version 25) using the paired samples t-test, independent samples t-test, chi-square test, and analysis of covariance (ANCOVA) at a significant level of 0.05 (P < 0.05). Results: The mean scores of sleep quality for the patients in the intervention and control groups changed from 12.05 ± 2.18 to 10.85 ± 2.00 and from 10.28 ± 1.85 to 10.45 ± 1.85, respectively, and the paired samples t-test showed significant differences in both groups before and after the intervention, but the sleep quality scores increased for the patients in the intervention group (P = 0.001). Moreover, the mean fatigue scores for the patients in the intervention and control groups changed from 57.98 ± 13.48 to 52.25 ± 13.23 and from 48.88 ± 8.97 to 52.20 ± 8.80, respectively. The paired samples t-test showed significant differences in both groups before and after the intervention, but fatigue scores increased for the control group (P = 0.001). The data also indicated that the mean depression scores for the patients in the intervention and control groups changed from 24.20 ± 6.26 to 22.28 ± 5.26 and from 25.18 ± 7.70 to 25.68 ± 7.54, respectively. The independent samples t-test showed significant differences in both groups before and after the intervention (P = 0.001). By controlling the pre-test effect, the analysis of covariance (ANCOVA) revealed significant differences in the mean scores of sleep quality (P = 0.001), fatigue (P = 0.001), and depression (P = 0.001) in hemodialysis patients in both intervention and control groups after two months. Conclusions: The study’s findings indicated that sleep hygiene education significantly improves sleep quality, depression, and fatigue in hemodialysis patients. Given that sleep hygiene education is a simple and easy-to-use method, sleep hygiene training courses need to be organized and held for dialysis patients.