Breast cancer is the most frequent in women, resulting in fatigue and depressive symptoms as consequence of treatment, but physical activity can help in this process. The aim of this study was to investigate the relationship between fatigue, depressive symptoms and practice of physical activity of women with breast cancer during treatment or after cancer treatment. This is a cross-sectional study with 179 women (56.89 ± 9.4 years) from the Oncology Research Center - CEPON, using questionnaire on general and clinical information, fatigue (Piper Fatigue Scale) depressive symptoms (Beck Depression Inventory) and physical activity (IPAQ - short version). Women with moderate to severe fatigue underwent physiotherapy (p = 0.001) and women with no fatigue had minimum depressive symptoms (p ?0.001). Level of physical activity was not associated with fatigue, with most women being insufficiently active and women with mild fatigue had longer walking time than those without fatigue (p = 0.049). Women with depressive symptoms were almost three times more likely of having mild to severe fatigue and those who underwent physiotherapy were twice as likely of having mild to severe fatigue. Women with fatigue had greater presence of depressive symptoms. Professionals working in the field of oncology should recommend the practice of physical activity in order to minimize the side effects of treatment and observe depressive symptoms and fatigue in these women.