Objectives: To determine the mediating effects of depression on health-related quality of life and fatigue in individuals with multiple sclerosis (MS). Design: A cross-sectional study. Setting: Tertiary urban hospital. Participants: One hundred and eight patients (54% women) with MS participated in this study. Outcome measures: Demographic and clinical data (weight, height, medication, and neurological impairment), fatigue (Fatigue Impact Scale-FIS), depression (Beck Depression Inventory-BDI/II) and health-related quality of life (Short-Form Health Survey 36 - SF36) were collected. Results: Fatigue was significantly associated with bodily pain, physical function, mental health and depression. Depression was associated with bodily pain and mental health. The path analysis found direct effect from physical function, bodily pain and depression to fatigue (all, P<0.01). The path model analysis revealed that depression exerted a mediator effect from bodily pain to fatigue (B=-0.04, P<0.01) and from mental health to fatigue (B=-0.16 P<0.01). The amount of fatigue explained by all predictors in the path model was 37%. Conclusions: This study found that depression mediates the relationship between some health-related quality of life domains and fatigue in people with MS. Future longitudinal studies focusing on proper management of depressive symptoms in individuals with MS will help to determine the clinical implications of these findings.