Responses to the Zung Self-Rating Anxiety Scale (SAS: Zung, W. (1971). A rating instrument for anxiety disorders. Psychosomatics, 12, 371-379), the Self-Rating Depression Scale (SDS: Zung, W. (1973). From art to science: The diagnosis and treatment of depression. Archives of General Psychiatry, 29, 328-337) and the Fatigue Severity Scale (FSS) developed by Krupp and colleagues (Krupp, L.B., LaRocca, N.G., Muir-Nash, J., & Steinberg, A.D. (1989). The fatigue severity scale: Application to patients with multiple sclerosis and systemic lupus erythematosus. Archives of Neurology, 46, 1121-1123) were collected from 200 Australian university students to explore the links between these three disorders. Reliability data were satisfactory for all three scales and there were no significant gender or age-related differences between total scale scores. Factor analyses revealed a 5-factor solution for the SAS, a 6-factor solution for the SDS and a single factor for the FSS. There were 8 major and meaningful correlations found and these were entered into a regression of the SAS and SDS factor scores upon the single factor of the FSS. Fatigue factor scores were most powerfully predicted by psychomotor agitation, pain and resultant fatigue and cognitive and emotional arousal factor scores from the SAS and SDS. These data argue for an arousal/anxiety-fatigue-depression progression in disease that may be developmental or accumulative, with extreme levels of psychomotor arousal, resultant muscle fatigue and pain, plus concurrent elevated emotional state and cognitive arousal contributing to an eventual depletion of physical resources, leaving the individual in extreme fatigue. Implications for diagnosis and treatment by counsellors are discussed.