Fatigue and poor sleep quality are among the most common patient-reported problems associated with multiple sclerosis (MS). Social support, on the other hand, is often found to be positively associated with quality of life in patients with neurological diseases. Studies also show that suicidal ideation (SI) levels in MS are elevated compared to the general population. Thus, the aim of this study is to assess the associations between fatigue, social support, and SI in patients with MS. Out of 184 MS patients asked to participate in this cross-sectional study, 156 agreed (RR 69.8%; 75% female; mean age: 39.95 ± 9.97 years). Patients filled-in the Multidimensional Fatigue Inventory-20, the Pittsburgh Sleep Quality Index, the Multidimensional Scale of Perceived Social Support and the subscale of the General Health Questionnaire-28 focused on assessing SI. Models were controlled for age, gender, disease duration, functional disability, and sleep quality. Data were analyzed using multiple linear regressions. SI was positively associated with lower sleep quality and four types of fatigue: general, mental, reduced activity, and reduced motivation (p < 0.05). Physical fatigue was not significantly associated with SI. Social support was negatively associated with SI in all models. The final models under study explained from 24.3 to 29.7% of the total variance in SI. SI yielded associations with both sleep quality and fatigue, with the exception of physical fatigue. Information provided by physicians on sleep management, and a psychosocial intervention focused on people who provide support for patients with MS (family, friends, and significant others) may reduce levels of SI.