Alexithymia, or the inability to distinguish between bodily feelings and emotions, has been linked to poor sleep quality in some studies. Rare studies examined the associations between electrolyte phosphorus in patients on hemodialysis and their sleep quality, daytime sleepiness, and alexithymia with inflammatory factors. Hemodialysis is a treatment method for terminal renal patients that involves the diffusion of unwanted metabolic products through the dialyzer membrane. Our study aimed to examine whether there was a difference in phosphorus levels, inflammatory factors, and daytime sleepiness according to the hemodialysis patients’ levels of alexithymia. The study involved 170 HD patients that had been treated with chronic dialysis for more than three months. Prior to the hemodialysis procedure, laboratory findings were sampled. Respondents completed the Pittsburgh Sleep Quality Index, the Toronto Alexithymia Scale 26, and the Epworth Sleepiness Scale, and were questioned about depression. The results showed that alexithymic HD patients exhibited significantly higher leukocyte counts, lower predialysis phosphorus values, and more pronounced daily sleepiness than the alexithymia-free group (Mann−Whitney U test, p = 0.02, p = 0.005, and p < 0.001, respectively). We concluded that alexithymia was an independent predictor of high daytime sleepiness in HD patients (OR = 1.05, 95% CI 1.02 to 1.09).