The aim of this article is to provide a comprehensive and updated review of the key neuropsychiatric and neuropsychological complaints associated with chronic fatigue syndrome (CFS). Neuropsychiatric and neuropsychological difficulties are common in CFS and are linked primarily to disorders of mood, affect and behaviour. The neuropsychiatric complaint most frequently encountered amongst CFS patients is depression and in particular major depressive disorder (MDD). Despite decades of research, the precise aetiological relationship between CFS and MDD remains poorly understood. This has resulted in the development of a number of interesting and polarised hypotheses regarding the aetiological nature of CFS. Recent scientific advances have however begun to unravel a number of interesting inflammatory and immunological explanations that suggest CFS and MDD are distinct yet interrelated conditions. The possibility that the overlap between CFS and MDD might be explained in terms of shared oxidative and nitrosative (IO&NS) pathways is an area of intense research interest and is reviewed in detail in this article. The overlap between CFS and MDD is further differentiated by variations in HPA axis activity between the two disorders. Important immunological differences between MDD and CFS are also reviewed with particular emphasis on antiviral RNase L pathways in CFS. In addition to the presence of neuropsychiatric complaints, CFS is also associated with neuropsychological symptoms such as impaired attention, memory and reaction time. The key neuropsychological problems reported by CFS patients are also included in the review in an effort to understand the significance of cognitive impairment in CFS.