Purpose: This study was conducted to test whether sleep disturbance mediates the effect of pain on fatigue, whether fatigue mediates the effect of pain on depression, and whether fatigue mediates the effect of sleep disturbance on depression. Methods: This study was conducted from September 12th to December 20th, 2011. One hundred eighty-eight breast cancer patients were recruited from D city and S city in Korea. The instruments used in this study were the pain, sleep disturbance, fatigue, and depression scales. Data were analyzed using descriptive statistics, Pearson correlation coefficients, and mediation pathway with the SPSS 12.0 and AMOS 20.0 programs. Results: There was correlation among pain, fatigue, sleep disturbance, and depression. Mediation analyses indicated that pain influences fatigue. sleep disturbance, and depression directly as well as indirectly. Sleep disturbance influences fatigue and depression directly, also fatigue influences depression directly. But sleep disturbance had no direct effect on depression. Conclusion: Significant correlations among the four symptoms supported the existence of the symptom cluster. Effects of pain on fatigue was partially mediated by sleep disturbance, also effects of pain on depression was partially mediated by fatigue. However, the effects of sleep disturbance on depression was fully mediated by fatigue.