The term fatigue is used to describe a distressing and persistent symptom of physical and/or mental tiredness in certain clinical populations, with distinct but ultimately complex, multifactorial and heterogenous pathophysiology. Chronic fatigue impacts on quality of life, reduces the capacity to perform activities of daily living, and is typically measured using subjective self-report tools. Fatigue also refers to an acute reduction in the ability to produce maximal force or power due to exercise. The classical measurement of exercise-induced fatigue involves neuromuscular assessments before and after a fatiguing task. The limitations and alternatives to this approach are reviewed in this paper in relation to the lower limb and whole-body exercise, given the functional relevance to locomotion, rehabilitation and activities of daily living. It is suggested that under some circumstances, alterations in the central and/or peripheral mechanisms of fatigue during exercise may be related to the sensations of chronic fatigue. As such, the neurophysiological correlates of exercise-induced fatigue are briefly examined in two clinical examples where chronic fatigue is common: cancer survivors and people with multiple sclerosis. This review highlights the relationship between objective measures of fatigability with whole-body exercise and perceptions of fatigue as a priority for future research, given the importance of exercise in relieving symptoms of chronic fatigue and/or overall disease management. As chronic fatigue is likely to be specific to the individual and unlikely to be due to a simple biological or psychosocial explanation, tailored exercise programmes are a potential target for therapeutic intervention.