The interplay between fatigue and depression and their association with health-related quality of life (HRQoL) after acute myocardial infarction (AMI) has received little attention during the COVID-19 pandemic. Therefore, this study evaluated the frequency of fatigue and depression in post-AMI patients during the COVID-19 pandemic and investigated the cross-sectional associations between fatigue, depression and HRQoL. Methods: The analysis was based on population-based Myocardial Infarction Registry Augsburg data. All survivors of AMI between 1 June 2020 and 15 September 2021 were included (n = 882) and received a postal questionnaire containing questions about fatigue (Fatigue Assessment Scale), depression (Patient Health Questionnaire), and HRQoL (MacNew Heart Disease HRQoL questionnaire) on 17 November 2021. The questionnaire was returned by 592 patients (67.1%), and 574 participants could be included in the analysis. Multivariable linear regression models were performed to investigate the associations between fatigue and depression (both exposures) and HRQoL (outcome). Results: Altogether, 273 (47.6%) participants met the criteria for the presence of fatigue, about 16% showed signs of moderate to severe depression. Both fatigue and depression were significantly associated with a decreased HRQoL (total score and emotional, social, and physical subscales; all p-values < 0.0001). In particular, a combined occurrence of fatigue and depression was associated with a significantly reduced HRQoL. Conclusions: It seems necessary to screen post-MI patients for the presence of fatigue and depression in clinical practice on a routine basis to provide them with adequate support and treatment and thus also to improve their HRQoL.