One of the many jobs that kidneys do is stimulate the production of red blood cells in the bone marrow by making a substance called erythropoietin (EPO). Normally EPO is manufactured in the kidneys, travels to the bone marrow and reminds it to keep producing red cells.
If you have failing kidneys, however, your EPO levels decrease, causing the bone marrow to make fewer red cells. As a result anemia develops, and you become weak and tired. Although a lack of EPO is the main cause, other factors that can contribute to anemia if you have kidney failure are:
"I wasn't feeling great. I was so tired and cold all the time. So I went for some blood tests...and BOOM, this all hits." -Richard Colvin, kidney patient