Pandemic fatigue is a growing public health concern of the lingering COVID-19 pandemic. Despite its widespread mass media coverage, systematic empirical investigations are scarce. Under the Hong Kong Jockey Club SMART Family-Link Project, we conducted online and telephone surveys amid the pandemic in February to March 2021 to assess self-reported pandemic fatigue (range 0–10) in Hong Kong adults (N = 4726) and its associations with sociodemographic and psycho-behavioral (high vs low to moderate) variables. Data were weighted by sex, age, and education of the general population. Binary logistic regression models yielded adjusted odds ratios (aORs) for high pandemic fatigue (score ≥ 7) for sociodemographic and psycho-behavioral variables. 43.7% reported high pandemic fatigue. It was less common in older people (55–64 years: aOR 0.56, 95% CI 0.39–0.82; 65 + years: 0.33, 0.21–0.52) versus age group 18–24 years, but more common in those with tertiary education (1.36, 1.15–1.62) versus secondary or below. High pandemic fatigue was positively associated with depressive symptoms (aOR 1.83, 95% CI 1.55–2.17), anxiety symptoms (1.87, 1.58–2.20), loneliness (1.75, 1.32–2.31), personal fear of COVID-19 (2.61, 2.12–3.23), family fear of COVID-19 (2.03, 1.67–2.47), and current alcohol use (1.16, 1.00–1.33), but negatively associated with self-rated health (0.79, 0.68–0.92), personal happiness (0.63, 0.55–0.72), personal adversity coping capability (0.71, 0.63–0.81), family adversity coping capability (0.79, 0.69–0.90), family well-being (0.84, 0.73–0.97), family communication quality (0.86, 0.75–0.98), and frequent home exercise (0.82, 0.69–0.96; versus less frequent). We first used a single-item tool to measure COVID-19 pandemic fatigue, showing that it was common and associated with worse mental health, lower levels of personal and family well-being and alcohol use.