Purpose: The objective of this study was to investigate the relationship between fatigue, sleep disturbance, and gestational stress in women during late stage of pregnancy. Methods: This study was conducted with 113 healthy pregnant women at gestational age greater than 27 weeks who were registered at community health centers and received prenatal care. A structured questionnaire regarding fatigue, sleep disturbance, and gestational stress was used. The data was analyzed using a t-test, an ANOVA, and Pearson correlation coefficients. Results: The subjects with unplanned pregnancies and irregular exercise patterns showed a higher level of fatigue than those with planned pregnancies and regular exercise patterns. Pregnant women with caffeine intake manifested higher levels of gestational stress and sleep disturbance than those without. The levels of sleep disturbance and gestational stress increased as the fatigue levels increased. The fatigue levels increased with increased levels of sleep disturbance. Conclusion: Planned pregnancy, regular exercise patterns, and caffeine intake were related with fatigue, sleep disturbance, and gestational stress in women during late stages of pregnancy. Fatigue, sleep disturbance, and gestational stress had close associations to each other. In the future, such results should guide development of nursing intervention programs for women in late stages of pregnancy.