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Fatigue is a frequent and severe problem after treatment of patients with hematological malignancies. This symptom has been associated with anemia, reduced physical performance, mood, endocrine disorders and impaired nutritional status. Recently, it has been suggested that fatigue can be related to a persistent activation of the immune system with increased production of proinflammatory cytokines. However, there is no conclusive evidence regarding the role of the immune system in the origin of fatigue in cancer patients.We evaluated the correlation of fatigue with thyroid function, markers of immune activity [interleukin (IL)-1α, IL-1 soluble receptor, IL-6, C-reactive protein and neopterin], liver and kidney function, mood and physical ability in 71 patients with hematological malignancies. All patients had been free of relapse and not received treatment (chemotherapy, radiotherapy or immune modulators) for at least 3 months.Fatigue was related to depression (r=0.84; P<0.0001) and reduced performance status (r=−0.61; P<0.0001). However, there was no correlation between fatigue and thyroid, liver and kidney function, anemia, albumin concentration or markers of immune activity (all r-values <0.20; P>0.05).We conclude that fatigue in relapse-free patients with hematological malignancies is associated with depressive mood and reduced physical performance, but not with impairment of thyroid function, anemia or persistent activation of the immune system.