Fatigue and anhedonia are commonly reported, co-occurring clinical symptoms associated with chronic illnesses. Fatigue is a multidimensional construct that is defined as a distressing, persistent, subjective sense of physical, cognitive, or emotional tiredness that interferes with usual functioning. Anhedonia is a component of depressive disorders and other psychiatric conditions, such as schizophrenia, and is defined by the reduced ability to experience pleasure. Both symptoms greatly affect the health-related quality of life of patients with chronic illnesses. Although fatigue and anhedonia are commonly associated with each other, understanding the differences between the two constructs is necessary for diagnosis and clinical treatment. A scoping review was conducted based on published guidance, starting with a comprehensive search of existing literature to understand the similarities and differences between fatigue and anhedonia. An initial search of PubMed using fatigue and anhedonia as medical subject headings yielded a total of 5254 articles. A complete full-text review of the final 21 articles was conducted to find articles that treated both constructs similarly and articles that presented fatigue and anhedonia as distinct constructs. About 60% of the reviewed articles consider both constructs as distinct, but a considerable number of the reviewed articles found these constructs indistinguishable. Nomenclature and biology were two themes from the reviewed articles supporting the idea that anhedonia and fatigue are indistinguishable constructs. The information generated from this review is clinically relevant to optimize the management of fatigue related to anhedonia from other fatigue subtypes.