The construction industry is known for its high rate of accidents. Among the different possible causes of this situation, we could find lack of sleep and fatigue. Chronic sleep deprivation is a determining factor in the deterioration of vigilance and alert, and consequently a risk factor for occupational accidents. Fatigue is the answer of our organism to sustained physical and mental stress. Regretfully, those topics have been ovelooked in the construction industry. The objective of this study is to understand better these phenomena, such as sleep duration and fatigue, and whether they are interrelated, and to propose strategies to mitigate them and contribute to the reduction of accidents in construction projects. We worked with 154 male construction workers from one Chilean construction company. To assess sleep quality, we used the Pittsburgh Sleep Quality Index (PSQI). To evaluate fatigue, we used a personal computer version of the Psychomotor Vigilance Test (PC-PVT) that measures alertness and vigilance. This 5-minute test was performed on construction workers on-site in the morning. Those people who took part in the test were classified into various groups according to self-reported sleep hours, namely: 7–9 h (26%), 5–7 h (61.7%), and <5 h (12.3%). These results were compared for three variables (Mean Reaction Time (RT), 10% faster, and 10% slower) using an Analysis of Variance (ANOVA) test. Differences were found for Mean RT and Slowest 10%, the difference being greater in the group that reported sleeping <5 h, but without statistical significance. Studies with a greater number of subjects and measurements are required throughout the working day.