Background & ObjectiveSuccessful execution of exercise‐based cardiac rehabilitation programs, an important branch of physiotherapy in individuals with coronary artery disease (CAD), depends on adequate cognitive abilities. It has been identified that coronary microvascular dysfunction, marked by reduced coronary flow reserve, is associated with impaired cerebral blood flow, affecting haemodynamic and cognitive performance. This study aimed to investigate how cognitive function influences functional capacity and differences in fatigue perception in CAD patients.MethodsFifty CAD patients, with an average age of 59.40 ± 6.58 years, were evaluated for comorbidities (Charlson comorbidity index), number of CAD risk factors (hypertension, diabetes mellitus, dyslipidaemia, smoking, and physical inactivity), cognitive performance (Montreal cognitive assessment scale [MoCA]), functional capacity (incremental shuttle walk test [ISWT]), exercise‐induced fatigue (Modified Bourg Scale), and physical activity (PA) levels (international physical activity questionnaire‐short form).ResultsAnalyses focused on the links between MoCA scores and CRF, ISWT outcomes, and differences in fatigue perception. Findings revealed a strong positive link between MoCA scores and ISWT performance (r = 0.83, p < 0.001), and a strong inverse relationship between CRF and MoCA scores (r = −0.95, p < 0.001). In addition, MoCA score was positively correlated with differences in fatigue perception (r = 0.88, p < 0.001).ConclusionThese results highlight the critical role of cognitive function in determining functional capacity and managing fatigue in CAD patients. They also suggest that cognitive interventions may be a potential adjunctive approach in physiotherapy programmes.