Objective To investigate the relationship between fatigue and depressive symptoms in patients with multiple sclerosis. Methods A total of 108 patients with multiple sclerosis who visited the Neurology Clinic of Nanjing Meishan Hospital from August 2018 to July 2021 were selected as the study subjects. Fatigue was assessed using the Modified Fatigue Impact Scale （MFIS）， with an MFIS score of 38 or higher defined as fatigue. Depressive symptoms were evaluated using the Chinese version of Beck Depression Inventory- Ⅱ （BDI- Ⅱ）. The degree of neurological damage was assessed by the Extended Disability Status Scale （EDSS）， and perceived health-related quality of life and health status were measured using the ShortForm-36 Health Survey （SF-36）. The correlation segmented effect between patient fatigue and depression level was analyzed by using generalized additive mixed model to smooth curve fitting and segmented multivariate Logistic regression. Results The incidence of fatigue in patients with multiple sclerosis was 50.9% （55/108）. The multivariate Logistic regression analysis displayed a significant positive correlation between fatigue and BDI- Ⅱ score （OR=1.18， 95%CI=1.09-1.28， P ＜ 0.01）. The generalized additive mixed model to smooth curve fitting showed the results that there was a non-linear relationship between BDI- Ⅱ score and fatigue， with one inflection point. Using the inflection point for segmented multivariate logistic regression analysis， the results showed that when the BDI- Ⅱ score was less than 12.0， fatigue was positively correlated with the BDI-Ⅱ score （OR=1.33， 95%CI=1.15-1.54， P＜ 0.01）. When the BDI-Ⅱ score was ≥ 12.0， there was no statistically significant correlation between fatigue and BDI-Ⅱ score （OR=1.04， 95%CI=0.91-1.19， P＞ 0.05）.Conclusions There was a non-linear correlation between BDI- Ⅱ score and fatigue in patients with multiple sclerosis， and appropriate depression management may help alleviate fatigue symptoms in patients with multiple sclerosis.