Objective. The objective of this population-based cohort study was to investigate the association between fatigue with disease activity and drug survival in patients with psoriatic arthritis (PsA) receiving their first tumor necrosis factor inhibitor (TNFi). Methods. Data on patient characteristics, disease activity, and drug survival were obtained from the DANBIO database on all patients with PsA from 2006 through 2015. Information on comorbidities was obtained through linkage with the Danish National Patient Registry. Results. A total of 880 patients were eligible for analyses. Patients with upper median fatigue scores had statistically significant higher disease activity measures (Disease Activity Score in 28 joints based on C-reactive protein), pain, and Health Assessment Questionnaire (HAQ) scores; tender joint counts; comorbidities (Charlson Comorbidity Index ≥ 2); and current smoking status at baseline compared to patients with lower median fatigue scores (P < 0.05). In the upper median fatigue group, fewer patients achieved American College of Rheumatology (ACR) responses and improvements in visual analog scale (VAS) fatigue compared to patients in the lower median fatigue group. Kaplan-Meier curves showed shorter drug survival in patients in the upper median fatigue group compared with the lower median fatigue group at 6-month follow-up. Conclusion. Fatigue remains a dominating symptom after TNFi treatment, and is associated with higher baseline disease activity, pain, and HAQ scores; more comorbidities; and increased risk of TNFi treatment discontinuation in a cohort of Danish patients with PsA. The agreement between ACR and VAS fatigue responses is weak to moderate, suggesting heterogeneity between experienced fatigue and joint inflammation.