Background and Objectives: Prostate cancer [PCa] patients often report an increase in fatigue, which can lead to elevated depression. Psychological Resilience [PR] has been shown to help people avoid depression arising from an increase in fatigue, but this has not previously been reported in PCa patients. Materials and Methods: Using an anonymous survey method, 88 PCa patients aged 44 to 88 years [M = 73.48 years, SD = 7.17 years] completed scales to measure depression, PR and fatigue. To measure changes in fatigue since before diagnosis to the time of this survey upon, participants used the “retrospective pre-test” methodology. Partial correlations were calculated for fatigue change, PR and depression to test for the effects of PR upon the association between fatigue and depression. Results: PR did not significantly influence the association between change in fatigue and depression at the full-scale level. However, the key aspects of PR significantly influenced the relationship for the key symptoms of depression in these men. The key aspect of PR was the patients’ ability to persist; the key symptoms of depression were the ability to think clearly and to perform activities as well as they did in the past. Conclusions: Key aspects of PR may reduce the depressive effects of fatigue in PCa patients, suggesting possible treatment foci for assisting these men deal with this negative side effect from their diagnosis and treatment.