Fatigue is a debilitating symptom in patients with cystic fibrosis (CF). Although fatigue is commonly reported in these patients, an effective treatment for this symptom has not been found. The factors associated with fatigue in CF have not been investigated. We conducted a prospective, case-control study in adult patients with CF. All the patients were chronically infected with Pseudomonas aeruginosa and were enrolled in the study during disease stability. A gender and age-matched control group was also recruited. Subjective assessment included three questionnaires: the Chalder fatigue questionnaire, St Mary's Hospital sleep questionnaire (SQ), and the scaled general health and Hillier questionnaire (GHQ). For patients with CF, spirometry, body mass index (BMI), haemoglobin level, C-reactive protein, and the burden of pulmonary exacerbations (PExs) were assessed. The control group completed all the three questionnaires, and their BMI was measured. A total of 78 participants were enrolled in the study (44 patients with CF and 34 control). Female patients with CF received antibiotics for more days than male patients with CF. The fatigue score did not differ between female and male participants in either the patients with CF or the control group; however, the fatigue score was greater for both the sexes in the patients with CF compared with the control group: p = 0.038 for female and p = 0.048 for male. The scores for the SQ and the GHQ did not differ between the two study groups. The fatigue score correlated with the total score for SQ (p < 0.0001) in patients with CF, but not in control participants. In patients with CF and the individuals in the control group, a close correlation was found between the fatigue score and the GHQ domain-specific scores and with the total score; p < 0.0001 for patients with CF and p = 0.001 for control. No correlations were found between the fatigue score and any of the objective parameters studied.