Multiple Sclerosis (MS) is the most prevalent neurological disorder affecting younger adults. A symptom affecting the majority of people with MS (pwMS), and which can significantly impede the person's ability to engage in everyday activities, is fatigue. This study aimed to further current understandings of the little understood concept of cognitive fatigue in pwMS. Cognitive fatigue was examined through objective and subjective (intellectual and online) measures. Participants included 31 pwMS (M = 47.77, SD = 12.19) and 30 healthy controls (M = 44.37, SD = 11.37), who completed neuropsychological assessments, including a task of sustained attention administered twice during testing. Participants completed a single intellectual assessment of cognitive fatigue, and online assessments of cognitive fatigue repeated three times throughout testing. The findings indicated that fatigue in MS is experienced temporally, with higher self-reports of fatigue following sustained mental effort. The online measures were the strongest predictor of actual test performance. Further, pwMS overestimated their levels of fatigue relative to actual test performance indicating possible reduced levels of insight into actual declining abilities. The results highlight the need for clinicians to utilise various measures when examining the multifaceted phenomenon of cognitive fatigue, and address perceptions pwMS may have about their fatigue.