Neither the prevalence of sleep disturbance nor its association with fatigue and overall survival (OS) are well understood for patients with myelodysplastic syndromes (MDS). New patients at our institution (n = 251; 2006-2014) completed the European Organization for Research and Treatment of Cancer Quality of Life Questionnaire, which includes questions about sleep and fatigue. Fifty-three per cent reported at least 'a little' trouble sleeping. In multivariable models, anaemia and sleep disturbance were associated with fatigue (both P < 0·001). Additionally, in separate models, sleep disturbance (P = 0·002) and fatigue (P = 0·04) both predicted OS. Our data suggest that improving sleep quality may impact MDS-related fatigue and OS.