OBJECTIVE: To examine the role of self-efficacy and depression as potential pathways from physical activity to fatigue in two study samples: breast cancer survivors (BCS) (n = 192) and individuals with multiple sclerosis (MS) (n = 292). METHODS: We hypothesized that physical activity would be associated indirectly with fatigue through its influence on self-efficacy and depressive symptomatology. A cross-sectional path analysis (BCS) and a longitudinal panel model (MS) were conducted within a covariance modeling framework. RESULTS: Physical activity had a direct effect on self-efficacy and, in turn, self-efficacy had both a direct effect on fatigue and an indirect effect through depressive symptomatology in both samples. In the MS sample, physical activity also had a direct effect on fatigue. All model fit indices were excellent. These associations remained significant when controlling for demographics and health status indicators. CONCLUSIONS: Our findings suggest support for at least one set of psychosocial pathways from physical activity to fatigue, an important concern in chronic disease. Subsequent work might replicate such associations in other diseased populations and attempt to determine whether model relations change with physical activity interventions, and the extent to which other known correlates of fatigue, such as impaired sleep and inflammation, can be incorporated into this model. Copyright © 2010 by the American Psychosomatic Society.