Background: Sleep disorders can cause tiredness. The relationship between sleep disorders and fatigue in patients with multiple sclerosis (MS) has not yet been investigated systematically. Objective: To investigate the relationship between fatigue and sleep disorders in patients with MS. Methods: Some 66 MS patients 20 to 66 years old were studied by overnight polysomnography. Using a cut-off point of 45 in the Modified Fatigue Impact Scale (MFIS), the entire cohort was stratified into a fatigued MS subgroup (n = 26) and a non-fatigued MS subgroup (n = 40). Results: Of the fatigued MS patients, 96% (n = 25) were suffering from a relevant sleep disorder, along with 60% of the non-fatigued MS patients (n = 24) (p = 0.001). Sleep-related breathing disorders were more frequent in the fatigued MS patients (27%) than in the non-fatigued MS patients (2.5%). Significantly higher MFIS values were detected in all (fatigued and non-fatigued) patients with relevant sleep disorders (mean MFIS 42.8; SD 18.3) than in patients without relevant sleep disorders (mean MFIS 20.5; SD 17.0) (p < 0.001). Suffering from a sleep disorder was associated with an increased risk of fatigue in MS (odds ratio: 18.5; 95% CI 1.6–208; p = 0.018). Conclusion: Our results demonstrate a clear and significant relationship between fatigue and sleep disorders.