Fatigue is a common and debilitating symptom of clinical depression; however, the causes are not well understood. The present study was designed to test the hypotheses that subjective sleep, objective sleep, and arousal in the pre-sleep state would mediate the relationship between depression status and fatigue. Sleep, pre-sleep arousal, and fatigue were assessed in 21 depressed and 37 never-depressed undergraduates. Results showed that pre-sleep arousal was a significant partial mediator of the relationship between depression status and fatigue. These results indicate that arousal in the pre-sleep state deserves further attention as a potential antecedent to fatigue in clinically depressed undergraduates. (Contains 3 tables and 1 figure.)