Approximately 20% of adults worldwide report persistent fatigue. Physical activity is a healthful behaviour that has promise for combating feelings of fatigue and low energy. This article summarises the epidemiological literature that examined the association between physical activity and feelings of energy and fatigue. Twelve population-based studies conducted between January 1945 and February 2005 that concurrently measured physical activity and feelings of energy and fatigue were located. All of the studies suggested that there was an association between physical activity and a reduced risk of experiencing feelings of low energy and fatigue when active adults were compared with sedentary peers (odds ratio = 0.61; 95% CI 0.52, 0.72). The effect was heterogeneous and varied according to study design and the energy/fatigue measure used in the study. Because epidemiological comparisons cannot establish direction of causality, standard criteria for evaluating strength of evidence in epidemiological studies (i.e. strength of association, temporal sequence, consistency, dose response and biological plausibility) were used to judge whether the observed association between physical activity and feelings of energy and fatigue suggest causality in the absence of adequate experimental evidence. There was agreement among the studies suggesting a strong, consistent, temporally appropriate dose-response relationship between physical activity and feelings of energy and fatigue. No compelling evidence has confirmed any plausible biological mechanisms that explain the apparent protective effect of physical activity against feelings of low energy and fatigue. Nonetheless, the epidemiological evidence is sufficiently strong to justify better controlled prospective cohort studies and randomised controlled trials.