Objectives:: This study was undertaken to examine quality of life (QoL), the quality of sleep and fatigue level in postmenopausal women with osteoporosis (OP) but without fractures, to assess the associations between these parameters and to compare the results with those for subjects who have osteopenia or normal bone mineral density (BMD). Methods:: In this study, 113 postmenopausal osteoporosis (PMO) subjects without fractures, 172 subjects with osteopenia and 102 subjects with normal BMD were included. The severity of pain, QoL, quality of sleep and fatigue were assessed using the visual analogue scale (VAS), the QoL Questionnaire of the European Foundation for Osteoporosis (QUALEFFO-41), the Pittsburgh Sleep Quality Index (PSQI) and the Checklist of Individual Strength (CIS) questionnaire. Results:: No statistically significant differences between the three groups were found in terms of VAS and QUALEFFO-41 total scores (p > 0.05). On the other hand, PSQI and CIS total scores were significantly different in the PMO and osteopenia groups (P = 0.015 and 0.007, respectively) compared to the group with normal BMD. Conclusions:: During the follow-up and treatment of women with PMO or osteopenia, QoL, quality of sleep and fatigue should be assessed and incorporated into treatment decisions, even in the absence of fractures.