Fatigue and Depression: Are They Connected? How are depression and fatigue linked? Depression and chronic fatigue syndrome are two conditions that can make someone feel extremely tired, even after a good night’s rest. It’s possible to have both conditions at the same time. It’s also easy to mistake feelings of fatigue for depression and vice-versa. Depression occurs when a person feels sad, anxious, or hopeless for an extended period of time. People who are depressed often have sleep problems. They may sleep too much or not sleep at all. Chronic fatigue syndrome is a condition that causes a person to have continuous feelings of fatigue without any underlying cause. Sometimes chronic fatigue syndrome is misdiagnosed as depression