Background: Sarcoma patients often experience a long time to diagnosis, known as the total interval. This interval can be divided into the patient (time from symptoms to doctor consultation) and diagnostic intervals (time from first consultation to diagnosis). In other cancers, a long total interval has been associated with worse outcomes, but its effect on health-related quality of life (HRQoL) has never been investigated among sarcoma patients. This study investigates the association between (1) the actual time to diagnosis and HRQoL; (2) the perceived impact of the diagnostic interval length and HRQoL; (3) the actual length and perceived impact of the length and the HRQoL of sarcoma survivors. Methods: A cross-sectional study was performed among sarcoma patients aged ≥18, diagnosed 2–10 years ago in the Netherlands. The participants completed a questionnaire on HRQoL, the time to diagnosis, the perceived impact of the diagnostic interval on HRQoL, and coping. Results: 1099 participants were included (response rate, 58%). The mean time since diagnosis was 67.4 months. More than half reported a patient (60%) or diagnostic interval (55%) ≥1 month. A third (31%) perceived a negative impact of the diagnostic interval length on HRQoL. Patient or diagnostic interval length was not associated with HRQoL. By contrast, participants perceiving a negative impact (32%) had lower HRQoL scores than those perceiving a positive (11%) or no impact (58%) (p = 0.000). This association remained significant in a multivariable model, in which maladaptive coping strategies and tumour characteristics were also found to be associated with HRQoL. Participants perceiving a negative impact of the length of the diagnostic interval related this to high psychological distress levels, more physical disabilities, and worse prognosis. Conclusion: The perceived impact of the diagnostic interval length was associated with the HRQoL of sarcoma survivors, whereas the actual length was not associated with HRQoL. Maladaptive coping strategies were independently associated with HRQoL. This offers opportunities for early intervention to improve HRQoL.