Residual symptoms of major depressive disorder (MDD) following treatment are increasingly recognized as having a negative impact on the patient because of their association with lack of remission, poorer psychosocial functioning, and a more chronic course of depression. Although the effects of specific residual symptoms have not been as systematically studied, several symptoms, including fatigue, sleep disturbance, anxiety, and concentration difficulties, commonly occur as part of the residual state in MDD. In particular, the relatively high prevalence of residual fatigue suggests that this symptom is not being adequately addressed by standard antidepressant therapies. A review of the clinical relevance of residual fatigue was undertaken, using the published literature with respect to its assessment, neurobiology, and treatment implications. The findings of this review suggest that fatigue is highly prevalent as a residual symptom; its response to treatment is relatively poor or delayed; and the presence of residual fatigue is highly predictive of inability to achieve remission with treatment as well as impaired psychosocial functioning. Recognition of the significant consequences of residual fatigue should reinforce the need for further therapeutic interventions to help reduce the impact of this symptom of MDD.