Objective: To study the impact of physical and mental fatigue on cognitive complaints and cognitive performance in patients with multiple sclerosis. Design: Cross-sectional study. Setting: An outpatient neurology clinic. Subjects: Eighty patients diagnosed with clinically definite multiple sclerosis. Measures: The subscales physical and mental fatigue of the Multidimensional Fatigue Inventory; the Hospital Anxiety and Depression Scale and the Cognitive Failure Questionnaire. Cognitive performance was assessed by an extensive neuropsychological test battery, including several tasks requiring effortful information processing. Results: Both anxiety and depression and mental fatigue significantly contributed to cognitive complaints, explaining respectively about 9% and 39% of the total variance. The contribution of physical fatigue to cognitive complaints was not significant. Both physical and mental fatigue did not significantly contribute to cognitive performance in terms of mental speed, attention, memory and executive functioning. Conclusions: To refine interventions for those patients with cognitive complaints, we advise adding measurements of anxiety, depression and fatigue to their neuropsychological assessment. Fatigue permits extensive neuropsychological assessment, which is needed to detect cognitive impairment in multiple sclerosis.