Objective To explore changes in autonomic functioning, sleep, and physical activity during a post-exertional symptom exacerbation induced by physical or cognitive challenge in participants with chronic fatigue syndrome (CFS). Methods Thirty-five participants with CFS reported fatigue levels 24-h before, immediately before, immediately after, and 24-h after the completion of previously characterised physical (stationary cycling) or cognitive (simulated driving) challenges. Participants also provided ratings of their sleep quality and sleep duration for the night before, and after, the challenge. Continuous ambulatory electrocardiography (ECG) and physical activity was recorded from 24-h prior, until 24-h after, the challenge. Heart rate (HR) and HR variability (HRV, as high frequency power in normalized units) was derived from the ECG trace for periods of wake and sleep. Results Both physical and cognitive challenges induced an immediate exacerbation of the fatigue state (p < 0.001), which remained elevated 24-h post-challenge. After completing the challenges, participants spent a greater proportion of wakeful hours lying down (p = 0.024), but did not experience significant changes in sleep quality or sleep duration. Although the normal changes in HR and HRV during the transition from wakefulness to sleep were evident, the magnitude of the increase in HRV was significantly lower after completing the challenge (p = 0.016). Conclusion Preliminary evidence of reduced nocturnal parasympathetic activity, and increased periods of inactivity, were found during post-exertional fatigue in a well-defined group of participants with CFS. Larger studies employing challenge paradigms are warranted to further explore the underlying pathophysiological mechanisms of post-exertional fatigue in CFS.