Fatigue is a primary disabling symptom in chronic respiratory diseases (CRD) with major clinical implications. However, fatigue is not yet sufficiently explored and is still poorly understood in CRD, making this symptom underdiagnosed and undertreated in these populations. Fatigue is a dynamic phenomenon, particularly in such evolving diseases punctuated by acute events which can, alone or in combination, modulate the degree of fatigue experienced by the patients. This review supports a comprehensive inter-disciplinary approach of CRD-related fatigue and emphasizes the need to consider both its performance and perceived components. Most studies in CRD evaluated perceived fatigue as a trait characteristic using multidimensional scales, providing precious information about its prevalence and clinical impact. However, these scales are not adapted to understand the complex dynamics of fatigue in real-life settings and should be augmented with ecological assessment of fatigue. The state level of fatigue must also be considered during physical tasks as severe fatigue can emerge rapidly during exercise. CRD patients exhibit alterations in both peripheral and central nervous systems and these abnormalities can be exacerbated during exercise. Laboratory tests are necessary to provide mechanistic insights into how and why fatigue develops during exercise in CRD. A better knowledge of the neurophysiological mechanisms underlying perceived and performance fatigability and their influence on real-life performance will enable the development of new individualized countermeasures. This review aims first to shed light on the terminology of fatigue and then critically considers the contemporary models of fatigue and their relevance in the particular context of CRD. This article then briefly reports the prevalence and clinical consequences of fatigue in CRD and discusses the strengths and weaknesses of various fatigue scales. This review also provides several arguments to select the ideal test of performance fatigability in CRD and to translate the mechanistic laboratory findings into the clinical practice and real-world performance. Finally, this article discusses the dose-response relationship to training and the feasibility and validity of using the fatigue produced during exercise training sessions in CRD to optimize exercise training efficiency. Methodological concerns, examples of applications in selected diseases and avenues for future research are also provided.