Stress and mental fatigue are in existence constantly in daily life, and decrease our productivity while performing our daily routines. The purpose of this study was to analyze the states of stress and mental fatigue using data fusion while e-sport activity. In the study, ten volunteers performed e-sport duty which required both physical and mental effort and skills for 2 min. Volunteers' electroencephalogram (EEG), galvanic skin response (GSR), heart rate variability (HRV), and eye tracking data were obtained before and during game and then were analyzed. In addition, the effects of e-sports were evaluated with visual analogue scale and d2 attention tests. The d2 tests are performed after the game, and the game has a positive effect on attention and concentration. EEG from the frontal region indicates that the game is partly caused by stress and mental fatigue. HRV analysis showed that the sympathetic and vagal activities created by e-sports on people are different. By evaluating HRV and GSR together, it was seen that the emotional processes of the participants were stressed in some and excited in others. Data fusion can serve a variety of purposes such as determining the effect of e-sports activity on the person and the appropriate game type.