The cause of chronic fatigue syndrome (CFS) is unknown. With respect to factors perpetuating fatigue, on the other hand, a model has been postulated in the literature in which behavioral, cognitive, and affective factors play a role in perpetuating fatigue. In the present study, this hypothesized model was tested on patients with CFS and on fatigued patients with multiple sclerosis (MS). The model was formulated in terms of cause-and-effect relationships and an integral test of this model was performed by the statistical technique, "structural equation modeling," in 51 patients with chronic fatigue syndrome and 50 patients with multiple sclerosis matched for age, gender, and education. Attributing complaints to a somatic cause produced low levels of physical activity, which in turn had a causal effect on fatigue severity. Depression had to be deleted from the model. Sense of control over symptoms and focusing on bodily symptoms each had a direct causal effect on fatigue. The model showed an excellent fit for CFS patients, but was rejected for MS patients. Therefore, a new model for MS patients had to be developed in which sense of control had a causal effect on fatigue. In the MS model, no causal relationship was found between the physical state as measured by the Expanded Disability Status Score (EDSS) and fatigue or functional impairment. The present study shows that cognitive and behavioral factors are involved in the persistence of fatigue. Treatment should be directed at these factors. The processes involved in the subjective experience of fatigue in CFS were different from the processes related to fatigue in MS.