Women with HIV infection report elevated and persisting psychosocial distress, sleep difficulty, and fatigue. The objective of this study was to examine psychosocial distress, sleep difficulty, and fatigue in a group of lower socioeconomic status women co-infected with HIV and HPV (N = 60). After controlling for relevant health behavioral and medical variables, multiple regression analyses indicated that greater psychosocial distress was associated with greater fatigue (p < .01), as well as greater sleep difficulty (p < .01). Sleep difficulty partially mediated the relationship between distress and fatigue (Sobel test, z = 2.39, p = .02). Stress management and sleep-based cognitive behavioral intervention approaches may be useful for treating fatigue in these women, possibly through reductions in psychosocial distress and improvements in sleep quality.