Sickle cell disease (SCD) refers to a group of inherited blood disorders with considerable morbidity that causes severe pain, reduces life expectancy, and requires significant self-management. Acute painful episodes are the hallmark of SCD, but persistent daily pain is also highly prevalent in this population. Characterising the impact and experience of SCD-related morbidity (i.e., sleep disruption, frequent emergency department visits, cognitive dysfunction) on health-related quality of life (HRQOL) requires multiple assessment methods to best capture the underlying mechanisms. To gain a greater understanding of the effect of common symptom categories on HRQOL and to determine potential pain coping targets, the present study investigated whether demographic, socioeconomic, sleepiness, pain burden, frequency of emergency department (ED) visits, and cognition predicted HRQOL in a paediatric sample of patients with SCD. Our study was a secondary analysis of baseline assessment data of children with SCD aged 8–15 years (n = 30) in the Prevention of Morbidity in Sickle Cell Anaemia Phase 2b (POMSb2) randomised controlled clinical trial of auto-adjusting continuous positive airways pressure. Patients completed cognitive testing (IQ, Processing Speed Index, Delis-Kaplan Executive Function Scale (DKEFS) Tower, Conner's Continuous Performance Test), sleepiness (Epworth Sleepiness Scale), and HRQOL (PedsQL Sickle Cell Module) at baseline. Patients reported pain burden (Sickle Cell Pain Burden Inventory-Youth) each month over 8 visits. Caregivers provided demographic information and reported their child's executive function (Behavioural Rating Inventory of Executive Function) at baseline. Data from our analysis demonstrated that demographic factors (i.e., age, gender, level of neighbourhood deprivation) and treatment variables (i.e., hydroxyurea use) did not independently predict HRQOL, and laboratory values (i.e., haemoglobin, haematocrit, mean oxygen saturation) were not significantly correlated with HRQOL (ps > 0.05). However, sleepiness, pain burden, ED visits, and executive dysfunction independently predicted HRQOL (R2 = 0.66) with large effects (η2 = 0.16 to 0.32). These findings identify specific, measurable symptom categories that may serve as targets to improve HRQOL that are responsive to change. This knowledge will be useful for multimodal interventions for paediatric patients with SCD that include sleep management, pain coping strategies, and executive function training.