Abstract Context Assessment of cancer-related fatigue is currently based on patient-reported outcomes. We asked whether objective assessments such as muscle strength and nutritional markers can be used as surrogate measures of cancer-related fatigue. Objective We examined the association among three fatigue scales, muscle strength, and nutritional markers in patients with advanced cancer. Methods In this prospective study, we enrolled hospitalized cancer patients who had been seen in palliative care consultation at MD Anderson Cancer Center. We assessed fatigue with use of three fatigue scales—the Brief Fatigue Inventory (BFI), the Edmonton Symptom Assessment System (ESAS), and the European Organisation for Research and Treatment of Cancer Quality of Life Core Questionnaire 30 (EORTC QLQ-C30)—and determined their association with objective assessments, including handgrip strength, maximal inspiratory pressure (MIP), lean body mass, phase angle, and albumin. Spearman’s correlation test was used to assess associations. Results Among 222 patients, the mean age was 55 years; 59% were female. The median overall survival was 106 days. The total BFI score had weak association with handgrip strength (ρ = -0.18, P = 0.007) and no association with the remaining objective measures. ESAS fatigue and EORTC fatigue showed similar findings. Total BFI had moderate to strong association with ESAS (ρ = 0.54, P < 0.0001) and EORTC (ρ = 0.60, P < 0.0001) fatigue. Conclusion Our study showed that subjective assessment of fatigue based on patient-reported outcomes correlates only weakly with muscle strength and nutritional markers; thus, patient-reported outcomes remain the gold standard for fatigue assessment.