The myelodysplastic syndromes (MDS) are clonal disorders characterized by dysplasia in at least two myeloid cell lines. Fatigue is one of the most significant symptoms. MDS patients are treated with blood transfusions to improve their health-related quality of life (HRQoL). A cross-sectional pilot study was performed for psychometric evaluation of three internationally established HRQoL measures in MDS patients, and for investigation of the association between the severity of chronic anaemia and HRQoL. Fifty consecutive MDS patients completed the Short Form 36, the Multidimensional Fatigue Inventory and the EuroQoL-5D Visual Analogue Scale. Hb level was measured during the same visit. Psychometric analysis focused on feasibility, construct validity and reliability. The questionnaires showed a high feasibility, reliability and validity. MDS patients had worse HRQoL scores than the age- and sex-matched general population. We found a positive correlation between haemoglobin (Hb) level and HRQoL. This study provides insights into the suitability of established HRQoL measures for the evaluation of interventions in MDS patients. Hb value and HRQoL are complementary variables for evaluation of the severity of chronic anaemia in patients with MDS.