Even if the definition and pathophysiology of fatigue in multiple sclerosis (MS) are still debated, and despite the scarcity of objective markers correlated with the subjective sensation of fatigue, a review of the literature shows the importance of its detection and management, and allows one to propose therapeutic strategies. Fatigue is not only the most frequently reported symptom in MS, but also a frequent source of activity and participation limitations, psychological distress, and impairment of quality of life. Its management, which must be initiated early, is based on a comprehensive evaluation of its characteristics and consequences (sometimes with the use of scales such as the Fatigue Severity Scale and the Modified Fatigue Impact Scale), and on the identification of many potential contributing factors (psychological disorders, sleep disturbances, pain, infections and other comorbidities, medications, and deconditioning). Rehabilitative interventions are essential to the treatment of fatigue. Beyond the traditional energy conservation strategies and cooling techniques, several randomized controlled studies have demonstrated the positive impact of aerobic exercise. Medications are partially beneficial, and with the exception of amantadine, their efficacy has not been confirmed by randomized double-blind trials.