Primary Sjögren’s syndrome (pSS) patients identify fatigue as their most important symptom and the one most difficult to cope with, but there are still many challenges and few solutions to manage this debilitating symptom. Promising pharmacological treatments, such as rituximab, have failed in more stringent tests including randomized controlled trials (RCT) and meta-analysis. While non-pharmacological interventions may be safer, less costly, and address other common comorbidities, to date only aerobic exercise seems to be effective at reducing fatigue in pSS. All interventions, pharmacological or not, need to be tested in high-quality RCTs. The aim of this review is to provide an overview of fatigue management in pSS and discuss potential opportunities for future research.