The factors associated with fatigue were: Parity [AOR = 2.01; 95% CI: 1.09–3.71], CD4 count 200–499 cells/mm3 [AOR = 2.81; 95% CI: 1.58–4.99], anemia [AOR = 4.90 95% CI: 2.40–9.97], co-morbidities [AOR = 3.65; 95% CI: 1.71–7.78], depression [AOR = 3.68 95% CI: 1.99–6.79], not being physically active [AOR = 3.20 95% CI: 1.50–6.81], clinical stage II or IV HIV [AOR = 3.11; 95% CI: 1.51–6.40] and [AOR = 4.08; 95% CI: 1.37–12.14], respectively. This evidence concerns the gene CD4 and major depressive disorder.