Abstract: Objective To investigate the prevalence and the relevant factors such as general status, sleep quality, mental and physical fatigue contributing to anxiety and depression of patients with chronic fatigue syndrome, and to explore new treatments. Methods We assessed the severity of anxiety and depression by self-rating anxiety scale(SDS) and self-rating depression scale(SAS) and Pittsburgh sleep quality index(PSQI) also analyzed the 302 cases of chronic fatigue syndrome treated in Dongfang Hospital of Beijing University of Chinese medicine from August, 2015 to October, 2016. SPSS 20.0 was used to make Logistic regression analysis and algorithm in Clementine 12.0 was used to make association rule analysis. Results With CFS state of anxiety, depression, mental fatigue level increasing(P<0.001), the sleep quality worsens(P<0.001), related factors influencing anxiety occurs with 10% minimum support and 60% minimum confidence and results in eight anxiety association rules ranging from moderate mental fatigue, poor sleep quality, severe physical fatigue, sleep quality, bachelor degree, women, 41 to 50 years old, 51 to 60 years old. Nine factors associated with depression association rules ranging from poor sleep quality, moderate mental fatigue, severe physical fatigue, sleep quality, bachelor degree, 41 to 50 years old, female, aged 51 to 60, manual workers. Conclusion Chronic fatigue syndrome associated with anxiety and depression is the result of many factors. With more physical fatigue, the patients emotional states can be changed, which constitute a dangerous factor and the result of fatigue. Both were closely related and highly relevant to sleep quality and degree of fatigue. Clinical diagnosis and treatment should pay attention to improve sleep quality and mental fatigue.