Objective: Psychosocial interventions can reduce cancer-related fatigue effectively. However, it is still unclear if intervention effects differ across subgroups of patients. These meta-analyses aimed at evaluating moderator effects of (a) sociodemographic characteristics, (b) clinical characteristics, (c) baseline levels of fatigue and other symptoms, and (d) intervention-related characteristics on the effect of psychosocial interventions on cancer-related fatigue in patients with non-metastatic breast and prostate cancer. Methods: Data were retrieved from the Predicting OptimaL cAncer RehabIlitation and Supportive care (POLARIS) consortium. Potential moderators were studied with meta-analyses of pooled individual patient data from 14 randomized controlled trials through linear mixed-effects models with interaction tests. The analyses were conducted separately in patients with breast (n = 1091) and prostate cancer (n = 1008). Results: Statistically significant, small overall effects of psychosocial interventions on fatigue were found (breast cancer: β = −0.19 [95% confidence interval (95%CI) = −0.30; −0.08]; prostate cancer: β = −0.11 [95%CI = −0.21; −0.00]). In both patient groups, intervention effects did not differ significantly by sociodemographic or clinical characteristics, nor by baseline levels of fatigue or pain. For intervention-related moderators (only tested among women with breast cancer), statistically significant larger effects were found for cognitive behavioral therapy as intervention strategy (β = −0.27 [95%CI = −0.40; −0.15]), fatigue-specific interventions (β = −0.48 [95%CI = −0.79; −0.18]), and interventions that only targeted patients with clinically relevant fatigue (β = −0.85 [95%CI = −1.40; −0.30]). Conclusions: Our findings did not provide evidence that any selected demographic or clinical characteristic, or baseline levels of fatigue or pain, moderated effects of psychosocial interventions on fatigue. A specific focus on decreasing fatigue seems beneficial for patients with breast cancer with clinically relevant fatigue.