Fatigue and depressive symptoms are prevalent and associated with poor clinical outcomes, though the underlying physiological mechanisms of fatigue and depression are poorly understood. We examined the impact of cardiorespiratory fitness (CRF) on fatigue and depressive symptoms in one-hundred and nine PLHIV. CRF was examined by maximal cardiorespiratory stress test and determined by peak oxygen uptake. Patient-reported fatigue was examined utilizing the HIV-Related Fatigue Scale. Depressive symptoms were examined with the Beck Depression Inventory and PROMISE 29. Data was collected at baseline and six months. Generalized estimating equations were used to determine the effect of CRF on fatigue and depressive symptoms over time. Participants were approximately 53 years old, 86% African American (n = 93), and 65% male (n = 70). After controlling for age and sex, fatigue was inversely associated with CRF (β = -0.163; p = .005). Depressive symptoms were not associated with CRF as measured by the Beck Depression Inventory (p = .587) nor PROMIS 29 (p = .290), but over time, depressive symptoms decreased (p = .051). Increased CRF was associated with decreased fatigue levels, but was not associated with depressive symptoms. These results should guide future research aimed at how CRF might inform interventions to improve fatigue in PLHIV.