Background. Research suggests that cancer rehabilitation reduces fatigue in survivors of cancer. To date, it is unclear what type of rehabilitation is most beneficial. Objective. This randomized controlled trial compared the effect on cancer-related fatigue of physical training combined with cognitive behavioral therapy with physical training alone and with no intervention. Design. In this multicenter randomized controlled trial, 147 survivors of cancer were randomly assigned to a group that received physical training combined with cognitive-behavioral therapy (PT + CBT group, n = 76) or to a group that received physical training alone (PT group, n = 71). In addition, a nonintervention control group (WLC group) consisting of 62 survivors of cancer who were on the waiting lists of rehabilitation centers elsewhere was included. Setting. The study was conducted at 4 rehabilitation centers in the Netherlands. Patients. All patients were survivors of cancer. Intervention. Physical training consisting of 2 hours of individual training and group sports took place twice weekly, and cognitive-behavioral therapy took place once weekly for 2 hours. Measurements. Fatigue was assessed with the Multidimensional Fatigue Inventory before and immediately after intervention (12 weeks after enrollment). The WLC group completed questionnaires at the same time points. Results. Baseline fatigue did not differ significantly among the 3 groups. Over time, levels of fatigue significantly decreased in all domains in all groups, except in mental fatigue in the WLC group. Analyses of variance of postintervention fatigue showed statistically significant group effects on general fatigue, on physical and mental fatigue, and on reduced activation but not on reduced motivation. Compared with the WLC group, the PT group reported significantly greater decline in 4 domains of fatigue, whereas the PT + CBT group reported significantly greater decline in physical fatigue only. No significant differences in decline in fatigue were found between the PT + CBT and PT groups. Conclusions. Physical training combined with cognitive-behavioral therapy and physical training alone had significant and beneficial effects on fatigue compared with no intervention. Physical training was equally effective as or more effective than physical training combined with cognitive-behavioral therapy in reducing cancer-related fatigue, suggesting that cognitive-behavioral therapy did not have additional beneficial effects beyond the benefits of physical training.