Objective: The purposes of this study were: (1) to explore the relationship between fatigue and psychological distress in the working population; (2) to examine associations with demographic and health factors; and (3) to determine the prevalence of fatigue and psychological distress. Methods: Data were taken from 12,095 employees. Fatigue was measured with the Checklist Individual Strength, and the General Health Questionnaire (GHQ) was used to measure psychological distress. Results: Fatigue was fairly well associated with psychological distress. A separation between fatigue items and GHQ items was shown. No clear, distinct pattern of associations was found for fatigue vs. psychological distress with respect to demographic factors. The prevalence was 22% for fatigue and 23% for psychological distress. Of the employees reporting fatigue, 43% had fatigue only, whereas 57% had fatigue and psychological distress. Conclusions: The results indicate that fatigue and psychological distress are common in the working population. Although closely associated, there is some evidence suggesting that fatigue and psychological distress are different conditions, which can be measured independently.