Objective: This study was designed to investigate the role of depression, anxiety, and fatigue in Chronic Fatigue Syndrome (CFS) sufferers' objective and subjective cognitive performance. Methods: Twenty-three CFS sufferers and 23 healthy control participants were compared on objective and subjective assessments of cognitive performance. Depression, anxiety, and fatigue were also evaluated. Results: CFS sufferers did not demonstrate any impairment in objective cognitive functioning compared to the control group, and objective performance was not related to their higher levels of depression or their level of fatigue. Depression scores only accounted for a small amount of the variance in CFS sufferers' lower subjective assessment of their cognitive performance compared to control participants. There were no differences between the groups on anxiety scores. Conclusion: The results are discussed in terms of the heterogeneity of the CFS population and the complex interaction of symptomatological factors that characterise CFS.