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Little is known about psychological distress as a risk factor for the onset of long-term sickness absence and even less about the influence of fatigue in this relationship.We examined the relationship between psychological distress and the onset of long-term sickness absence during 18 months of follow-up while considering fatigue. Analyses were based on 6403 employees participating in the Maastricht Cohort Study.Psychological distress was related to the onset of long-term sickness absence (women relative risk 1.45, 95% confidence interval = 1.23–1.72; men 1.33, 1.21–1.46). Adjustment for fatigue weakened the associations, particularly in women. Caseness analyses revealed different effects of psychological distress and fatigue in the onset of long-term sickness absence in men and women.The findings underline the need for interventions aiming at psychological distress and, depending on the gender, also at fatigue, to reduce the risk of long-term sickness absence.