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Objectives: The purpose of this study was to compare the differences of sleep quality, fatigue and depression between school lessons and clinical practicum term in nursing students. Methods: This study was conducted through a survey on 84 4th grade nursing students. Data collection was conducted from April to June, 2015. Participants completed a questionnaire assessing sleep quality, fatigue and depression. Data were analyzed by the SPSS/WIN 21.0 using descriptive statistics, paired t-tests, ANOVAs, Pearson’s correlations and multiple regression. Results: The mean scores of fatigue and depression during the school lesson were significantly high compared to those of the clinical practicum. On the contrary, the score of sleep quality did not showed difference. Sleep quality showed negative correlations with fatigue and depression respectively, and fatigue showed positive correlation with depression. Subjective health status was the influential factor predicting fatigue and depression after school lessons, and subjective health status and major satisfaction were the influential factors predicting fatigue and depression after clinical practicum term. Conclusions: Nursing students showed different characteristics between school lessons and clinical practicum term. Thus, it is essential to identify physical and psychological problems and related factors respectively, then to devise appropriate programs to improve nursing curriculums.