Risk factors to prolonged fatigue syndromes (PFS) are controversial. Pre-morbid and/or current psychiatric disturbance, and/or disturbed cell-mediated immunity (CMI), have been proposed as etiologic factors. Self-report measures of fatigue and psychologic distress and three in vitro measures of CMI were collected from 124 twin pairs. Crosstwincrosstrait correlations were estimated for the complete monozygotic (MZ; 79 pairs) and dizygotic (DZ; 45 pairs) twin groups. Multivariate genetic and environmental models were fitted to explore the patterns of covariation between etiologic factors. For fatigue, the MZ correlation was more than double the DZ correlation (0.49 versus 0.16) indicating strong genetic control of familial aggregation. By contrast, for in vitro immune activation measures MZ and DZ correlations were similar (0.49–0.69 versus 0.42–0.53) indicating the etiologic role of shared environments. As small univariate associations were noted between prolonged fatigue and the in vitro immune measures (r = −0.07 to −0.12), multivariate models were fitted. Relevant etiologic factors included: a common genetic factor accounting for 48% of the variance in fatigue which also accounted for 4%, 6% and 8% reductions in immune activation; specific genetic factors for each of the in vitro immune measures; a shared environment factor influencing the three immune activation measures; and, most interestingly, unique environmental influences which increased fatigue but also increased markers of immune activation. PFS that are associated with in vitro measures of immune activation are most likely to be the consequence of current environmental rather than genetic factors. Such environmental factors could include physical agents such as infection and/or psychologic stress.