Profound and debilitating fatigue is the most common complaint reported among individuals with autoimmune disease, such as systemic lupus erythematosus, multiple sclerosis, type 1 diabetes, celiac disease, chronic fatigue syndrome, and rheumatoid arthritis. Fatigue is multi-faceted and broadly defined, which makes understanding the cause of its manifestations especially difficult in conditions with diverse pathology including autoimmune diseases. In general, fatigue is defined by debilitating periods of exhaustion that interfere with normal activities. The severity and duration of fatigue episodes vary, but fatigue can cause difficulty for even simple tasks like climbing stairs or crossing the room. The exact mechanisms of fatigue are not well-understood, perhaps due to its broad definition. Nevertheless, physiological processes known to play a role in fatigue include oxygen/nutrient supply, metabolism, mood, motivation, and sleepiness—all which are affected by inflammation. Additionally, an important contributing element to fatigue is the central nervous system—a region impacted either directly or indirectly in numerous autoimmune and related disorders. This review describes how inflammation and the central nervous system contribute to fatigue and suggests potential mechanisms involved in fatigue that are likely exhibited in autoimmune and related diseases.