Purpose. Cancer-related fatigue (CRF) is a common side effect of cancer and cancer treatment that significantly impairs the quality of life and can persist for years after treatment completion. Although fatigue is often associated with cancer treatment, it is also a result of the disease itself, even before intervention. CRF at the time of diagnosis may affect treatment timing or completion and is a consistent predictor of post-treatment fatigue at any time. The mechanisms underlying CRF are multidimensional and not well understood, particularly at the time of diagnosis. Methods. Sixty-five breast cancer patients at the time of diagnosis were included. The participants completed self-assessment questionnaires about CRF, sleep disturbances, and emotional symptoms and wore an accelerometer to assess levels of spontaneous physical activity and sleep quality. During the experimental session, the participants underwent cognitive, neuromuscular, and exercise metabolism evaluations. Results. Using augmented backward elimination regression, this study found that emotional symptoms and perceived sleep disturbances were the strongest predictors of CRF (adjusted r2 = 0.51). Neuromuscular fatigability and sleep disturbance were also associated with physical dimensions, whereas cognitive performance was associated with cognitive dimensions. Conclusion. At the time of diagnosis, emotional and cognitive dimensions are over-represented compared to the general population, and specific subdimensions have specific predictors that support the idea of distinct mechanisms. Evaluating CRF subdimensions and their potential mechanisms at the time of diagnosis would be particularly relevant for identifying high-risk patients and offering them appropriate interventions. Trial registration This study was registered at ClinicalTrials.gov (NCT04391543) in May, 2020.