Fatigue after myocardial infarction (MI) has been found to be distressing. A person's self-efficacy will influence his/her health behavior and plays an active role in tackling illness consequences. This study investigated associations between fatigue, disturbed sleep, general self-efficacy, and health-related quality of life (HRQoL) in a sample of 145 respondents admitted to hospital for MI two years earlier. The aim was to identify the predictive value of general self-efficacy and to elucidate mediating factors between self-efficacy and HRQoL. General self-efficacy measured four months after MI was positively related to HRQoL after two years. In tests of indirect effects, fatigue meditated the effects between self-efficacy and the physical and the mental dimension of HRQoL, respectively. The indirect effect of disturbed sleep went through that of fatigue. To conclude, patients who suffer from post-MI fatigue may need support aimed at helping them increase their self-efficacy as well as helping them adapt to sleep hygiene principles and cope with fatigue, both of which will have positive influences on HRQoL.