Patients with chronic fatigue syndrome (CFS) report substantial symptom worsening after exercise. However, the time course over which this develops has not been explored. Therefore, the objective of this study was to investigate the influence of exercise on subjective symptoms and on cognitive function in CFS patients in natural settings using a computerized ecological momentary assessment method, which allowed us to track the effects of exercise within and across days. Subjects were 9 female patients with CFS and 9 healthy women. A watch-type computer was used to collect real-time data on physical and psychological symptoms and cognitive function for 1week before and 2weeks after a maximal exercise test. For each variable, we investigated temporal changes after exercise using multilevel modeling. Following exercise, physical symptoms did get worse but not until a five-day delay in CFS patients. Despite this, there was no difference in the temporal pattern of changes in psychological symptoms or in cognitive function after exercise between CFS patients and controls. In conclusion, physical symptoms worsened after several days delay in patients with CFS following exercise while psychological symptoms or cognitive function did not change after exercise.