Poor sleep is thought to compromise health partially through its effect on immune function. Although experimental studies have shown that sleep deprivation reduces natural killer cell activity (NKCA) within individuals, cross-sectional studies of individuals in ordinary life have often failed to find such a relationship. The current study compared cross-sectional and longitudinal approaches to explore the association between sleep and NKCA. The relationship between NKCA and fatigue was also studied since individuals who are highly fatigued due to various clinical conditions often exhibit reduced NKCA. In the present study, fatigue and amount of sleep were assessed by self-report, and NKCA was assessed in peripheral blood samples collected from each of 45 healthy women at two time points approximately one month apart. Using cross-sectional analysis for each of the two sessions, sleep was related to NKCA only in the second session. Fatigue was not related to NKCA at either session. A within-subject design, however, revealed that an increase in the amount of sleep and decrease in levels of fatigue were related to an increase in NKCA. The current findings suggest that NKCA varies with amount of sleep or fatigue within an individual, and that this relationship may often be masked by large interpersonal differences in cross-sectional studies.