Summary. Fatigue is a major component of quality of life (QOL) and is associated with depression in HIV–HCV co-infected individuals. We investigated whether treating depressive symptoms (DS) could mitigate the impact of fatigue on daily functioning in co-infected patients, even those at an advanced stage of disease. The analysis was conducted on enrolment data of 328 HIV–HCV co-infected patients recruited in the French nationwide ANRS CO 13 HEPAVIH cohort. Data collection was based on medical records and self-administered questionnaires which included items on socio-behavioural data, the fatigue impact scale (FIS) in three domains (cognitive, physical and social functioning), depressive symptoms (CES-D classification) and use of treatments for depressive symptoms (TDS). After multiple adjustment for gender and unemployment, CD4 cell count <200 per mm3 was associated with a negative impact of fatigue on the physical functioning dimension (P = 0.002). A higher number of symptoms causing discomfort significantly predicted a higher impact of fatigue on all three dimensions (P < 0.001). This was also true for patients with DS receiving TDS when compared with those with no DS but receiving TDS. A significant decreasing linear trend (P < 0.001) of the impact of fatigue was found across the categories ‘DS/TDS’, ‘DS/no TDS’, ‘no DS/TDS’ and ‘no DS/no TDS’. Despite limitations related to the cross-sectional nature of this study, our results suggest that routine screening and treatment for DS can reduce the impact of fatigue on the daily functioning of HIV–HCV co-infected patients and relieve the burden of their dual infection.