Fatigue impacts both mental and physical health, significantly reducing quality of life and daily productivity. Natural bioactive compounds have emerged as promising agents to combat fatigue due to their multifaceted biological activities and minimal side effects. Key mechanisms through which these compounds exert anti-fatigue effects include enhancing energy metabolism, reducing oxidative stress, supporting mitochondrial integrity, modulating the immune response, and regulating neurotransmitter balance. Plant-derived metabolites such as flavonoids, ginsenosides, saponins, and polysaccharides, as well as animal-based peptides and microbial-derived substances, have demonstrated significant potential in alleviating fatigue symptoms in both clinical and preclinical studies. Additionally, fermented products like kefir, fermented rice bran, and yogurt enhance endurance performance, reduce lactate buildup, and improve glycogen storage, further contributing to fatigue mitigation. As consumer interest in natural alternatives grows, future research should prioritize improving the bioavailability, stability, and targeted delivery of these compounds. This review consolidates recent advances in the understanding of anti-fatigue mechanisms of natural products and highlights emerging directions for their development as functional foods and therapeutic agents.