Fatigue is commonly experienced in patients with advanced kidney disease and associated with poor outcomes. The prevalence of fatigue ranges from 42% to as high as 89% according to treatment modality and the measurement instruments used. This paper reviews studies examining sociodemographic, biological, and psychological factors associated with fatigue in advanced kidney disease. The association between fatigue and psychological factors, such as depression and anxiety, behavioral factors, such as sleep and nutrition, and cytokines, such as IL-6 and CRP corroborates the view of fatigue as a multidimensional and multifactorial problem. Although depression and fatigue are related, the relationship is typically moderate in size, thus fatigue should not simply be seen as a symptom of distress. Accordingly, it is important for treatment plans to address the complex etiology of fatigue through pharmacological and nonpharmacological interventions. To date, results of nonpharmacological interventions are promising, with physical exercise and cognitive-behavioral therapy showing beneficial results. Work conducted in other patient populations highlights the importance of cognitions and behaviors in the prediction and maintenance of fatigue. Such work could be applied to advanced kidney disease allowing a model of fatigue to be developed from which to base suitable interventions in this setting.