Objective: In people with coronary artery disease, the association between endocrine measures and fatigue is not well understood. We evaluated possible associations of fatigue and exercise capacity with function of adrenal axis and thyroid axis. Methods: Sixty-five men and 18 women (mean age 55 years) attending a rehabilitation program were examined using the Multidimensional Fatigue Inventory, Dutch Exertion Fatigue Scale, and the Hospital Anxiety and Depression Scale. Exercise capacity was measured using a bicycle ergometer procedure. Serum concentrations of free triiodothyronine (T-3), free thyroxine (T-4), morning cortisol, afternoon cortisol, and change in cortisol concentrations (Delta Cortisol) were measured. Results: In univariate regression analysis, lower free T-4 concentrations were associated with general and exertion fatigue, lower free T-3 concentrations were associated with general and physical fatigue, and lower Delta Cortisol was associated with mental fatigue. After adjusting for age, sex, body mass index, hypertension, previous myocardial infarction, heart failure, diabetes, New York Heart Association functional class, depressive symptoms, and anxiety symptoms, lower free T-3 concentrations remained associated with physical fatigue (beta = -.224, p = .03); lower free T-4 concentrations, with exertion fatigue (beta = -.219, p = .03); and lower morning cortisol and lower Delta Cortisol concentrations, with mental fatigue (beta = -.193 [p = .03] and beta = -.180 [p = .04], respectively). Exercise capacity was not associated with endocrine factors. Conclusions: In coronary artery disease patients, increased thyroid hormone concentrations are associated with decreased physical fatigue and decreased exertion fatigue, and increased cortisol concentrations with decreased mental fatigue. Exercise capacity is not associated with endocrine factors.