Low heart rate variability (HRV) is independently associated with increased risk of sudden cardiac death (SCD) and all cardiac death in haemodialysis patients. Long chain n-3 polyunsaturated fatty acids (LC n-3 PUFA) may exert anti-arrhythmic effects. This study aimed to investigate relationships between dialysis, sleep and 24 h HRV and LC n-3 PUFA status in patients who have recently commenced haemodialysis. A cross-sectional study was conducted in adults aged 40–80 with chronic kidney disease (CKD) stage 5 (n = 45, mean age 58, SD 9, 20 females and 25 males, 39% with type 2 diabetes). Pre-dialysis blood samples were taken to measure erythrocyte and plasma fatty acid composition (wt % fatty acids). Mean erythrocyte omega-3 index was not associated with HRV following adjustment for age, BMI and use of β-blocker medication. Higher ratios of erythrocyte eicosapentaenoic acid (EPA) to docosahexaenoic acid (DHA) were associated with lower 24 h vagally-mediated beat-to-beat HRV parameters. Higher plasma EPA and docosapentaenoic acid (DPAn-3) were also associated with lower sleep-time and 24 h beat-to-beat variability. In contrast, higher plasma EPA was significantly related to higher overall and longer phase components of 24 h HRV. Further investigation is required to investigate whether patients commencing haemodialysis may have compromised conversion of EPA to DHA, which may impair vagally-mediated regulation of cardiac autonomic function, increasing risk of SCD.