People with facioscapulohumeral muscular dystrophy (FSHD), a muscular dystrophy, often experience severe chronic fatigue. For them, daily life is top sport. One would expect that being active leads to a higher level of fatigue. The opposite is true. Both aerobic exercise and cognitive behavioral therapy (CBT), including graded exercise therapy, can reduce the severity of chronic fatigue. After 16 weeks of CBT or aerobic exercise, the level of experienced fatigued decreased and the level of physical activity increased significantly. The benefits of both interventions extended to the 12-week follow-up period, probably due to the fact that more than 70% of the participants continued their adjusted level of activity. MRI measurements of the upper leg muscles were collected before and after the intervention period. The progression of fatty replacement of muscle tissue was significantly lowered by both interventions. Thus, a physically active lifestyle can be recommended to FSHD patients with severe fatigue to improve and maintain their functional capacities and health.