Chronic fatigue is the most common and severe symptom in myelodysplastic syndromes (MDS) and has a strong negative association with health-related quality of life (HRQoL). Despite anemia being the most common objective manifestation of MDS, and the associated link between anemia and fatigue, evidence on treatments which temporarily mitigate anemia is equivocal regarding the effects on fatigue. Furthermore, previous work has found weak associations between anemia and chronic fatigue in MDS. As such, given that improving HRQoL is one of the primary treatment aims in MDS, further work is required to identify other potential contributors to chronic fatigue in these patients. In addition to anemia, MDS is associated with numerous other deviations in physiological homeostasis and has negative psychological consequences with links to chronic fatigue. Accordingly, the present review provides several potential aetiologic agents relevant to chronic fatigue in MDS which can be used to guide future research in this field.