We aimed to examine the association between pain, stiffness and fatigue in newly diagnosed polymyalgia rheumatica (PMR) patients using baseline data from a prospective cohort study. Fatigue is a known, but often ignored symptom of PMR. Newly diagnosed PMR patients were recruited from general practice and mailed a baseline questionnaire. This included a numerical rating scale for pain and stiffness severity, manikins identifying locations of pain and stiffness and the FACIT-Fatigue questionnaire. A total of 652 PMR patients responded (88.5%). The mean age of responders was 72.6 years (SD 9.0) and the majority were female (62.0%). Manikin data demonstrated that bilateral shoulder and hip pain and stiffness were common. The mean fatigue score (FACIT) was 33.9 (SD 12.4). Adjusted regression analysis demonstrated that a higher number of pain sites (23–44 sites) and higher pain and stiffness severity were associated with greater levels of fatigue. In newly diagnosed PMR patients, fatigue was associated with PMR symptom severity.